-19.5%
TSN vs EAT
+326.5%
-346.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.0% | +1.9% |
| 7D | -5.0% | -4.9% | -0.1% | -4.7% |
| 30D | -9.1% | -1.2% | -7.9% | -9.1% |
| 3M | -7.4% | +52.2% | -59.7% | -10.3% |
| 6M | -13.4% | +65.0% | -78.4% | -17.0% |
| YTD | -8.5% | +55.0% | -63.5% | -12.0% |
| 1Y | -3.2% | +42.1% | -45.3% | -6.4% |
| 3Y | +11.5% | +614.7% | -603.2% | -11.0% |
| 5Y | -19.5% | +322.7% | -342.3% | -36.3% |
| All | -19.5% | +326.5% | -346.0% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling