-3.4%
TSN vs EAT
+38.6%
-41.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.0% |
| 7D | -7.3% | -6.8% | -0.5% | -7.3% |
| 30D | -8.6% | -5.4% | -3.3% | -8.6% |
| 3M | -7.5% | +42.8% | -50.3% | -7.1% |
| 6M | -14.1% | +56.5% | -70.6% | -14.0% |
| YTD | -9.4% | +50.0% | -59.5% | -9.3% |
| All | -3.4% | +38.6% | -41.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling