+148.6%
TE vs TSN
-5.8%
+154.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -4.0% | -6.3% | +2.4% | -3.9% |
| 30D | -15.9% | -10.8% | -5.1% | -15.5% |
| 3M | -60.5% | -8.8% | -51.8% | -60.5% |
| 6M | -35.2% | -16.8% | -18.4% | -32.5% |
| YTD | -31.1% | -10.0% | -21.1% | -33.3% |
| 1Y | +148.6% | -5.3% | +153.9% | +119.7% |
| All | +148.6% | -5.8% | +154.4% | +119.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling