-48.5%
TE vs TSN
-18.6%
-29.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -7.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | -16.3% | -6.2% | -10.1% | -15.4% |
| 3M | -40.8% | -5.7% | -35.1% | -40.5% |
| 6M | -42.6% | -11.4% | -31.2% | -41.6% |
| YTD | -31.4% | -8.2% | -23.3% | -31.2% |
| 1Y | +144.9% | -2.0% | +146.9% | +140.7% |
| 3Y | -26.0% | +11.9% | -37.9% | -30.9% |
| 5Y | -48.5% | -17.8% | -30.7% | -48.7% |
| All | -48.5% | -18.6% | -29.9% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling