-79.9%
TE vs TSN
-20.0%
-60.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.5% | -7.4% |
| 7D | -13.6% | -1.4% | -12.2% | -13.5% |
| 30D | -37.7% | +10.2% | -47.8% | -38.4% |
| 3M | -59.8% | +7.2% | -67.0% | -60.2% |
| 6M | -66.3% | -10.6% | -55.7% | -65.8% |
| YTD | -70.5% | +3.7% | -74.2% | -70.8% |
| 1Y | -48.8% | +13.5% | -62.3% | -50.2% |
| 3Y | +31.3% | +40.1% | -8.8% | +23.9% |
| 5Y | -82.0% | -14.5% | -67.6% | -82.1% |
| All | -79.9% | -20.0% | -60.0% | -79.9% |
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