-7.7%
TSN vs EAT
+379.9%
-387.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | -6.2% | +7.6% | +2.4% |
| 30D | -6.2% | -3.0% | -3.1% | -5.9% |
| 3M | -5.7% | +45.6% | -51.3% | -11.6% |
| 6M | -11.4% | +53.5% | -64.9% | -18.5% |
| YTD | -8.2% | +49.6% | -57.8% | -15.5% |
| 1Y | -2.0% | +38.9% | -40.9% | -9.1% |
| 3Y | +11.9% | +589.7% | -577.8% | -26.3% |
| 5Y | -17.8% | +318.7% | -336.4% | -43.0% |
| All | -7.7% | +379.9% | -387.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling