-14.3%
TSN vs EAT
+342.4%
-356.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.0% |
| 7D | +5.8% | -5.9% | +11.8% | +6.3% |
| 30D | +12.8% | +0.7% | +12.2% | +12.7% |
| 3M | +6.5% | -14.2% | +20.7% | +7.4% |
| 6M | -10.3% | +40.7% | -51.0% | -12.9% |
| YTD | +5.5% | +36.0% | -30.4% | +2.2% |
| 1Y | +15.8% | +83.1% | -67.3% | +8.9% |
| 3Y | +42.5% | +474.8% | -432.3% | +14.6% |
| 5Y | -14.3% | +347.6% | -361.9% | -30.0% |
| All | -14.3% | +342.4% | -356.8% | -30.0% |
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