+855.0%
EXPE vs TSN
+295.7%
+559.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -9.5% | -6.3% | -3.2% | -7.4% |
| 30D | -6.6% | -10.8% | +4.2% | -2.7% |
| 3M | +31.4% | -8.8% | +40.1% | +35.7% |
| 6M | +35.2% | -16.8% | +52.0% | +43.4% |
| YTD | +5.8% | -10.0% | +15.8% | +8.9% |
| 1Y | +38.7% | -5.3% | +43.9% | +39.8% |
| 3Y | +175.8% | +8.5% | +167.3% | +159.7% |
| 5Y | +111.8% | -22.9% | +134.8% | +123.5% |
| 10Y | +179.7% | -12.6% | +192.3% | +169.9% |
| All | +855.0% | +295.7% | +559.3% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling