-19.1%
TE vs TSN
+10.3%
-29.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.9% |
| 7D | +15.0% | -7.3% | +22.3% | +15.6% |
| 30D | -7.5% | -8.6% | +1.1% | -6.9% |
| 3M | -42.0% | -7.5% | -34.4% | -41.8% |
| 6M | -31.4% | -14.1% | -17.3% | -30.3% |
| YTD | -26.5% | -9.4% | -17.1% | -26.5% |
| 1Y | +153.1% | -4.1% | +157.2% | +147.4% |
| All | -19.1% | +10.3% | -29.4% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling