-53.1%
TE vs TSN
-28.4%
-24.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +0.2% | +3.0% | -2.8% | -0.1% |
| 30D | -5.9% | -4.2% | -1.7% | -5.6% |
| 3M | -45.6% | -3.9% | -41.7% | -45.5% |
| 6M | -43.4% | -9.8% | -33.5% | -42.9% |
| YTD | -31.0% | -7.3% | -23.7% | -30.8% |
| 1Y | +145.2% | -2.2% | +147.4% | +143.5% |
| 3Y | -24.1% | +11.9% | -35.9% | -26.3% |
| 5Y | -48.1% | -16.9% | -31.2% | -47.7% |
| All | -53.1% | -28.4% | -24.6% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling