+895.4%
TSN vs EAT
+11,644.8%
-10,749.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -10.8% | +1.9% | -12.7% | -11.3% |
| 3M | -8.8% | +68.7% | -77.4% | -17.2% |
| 6M | -16.8% | +66.9% | -83.7% | -25.2% |
| YTD | -10.0% | +60.4% | -70.4% | -18.7% |
| 1Y | -5.3% | +44.0% | -49.2% | -13.2% |
| 3Y | +8.5% | +604.7% | -596.2% | -29.2% |
| 5Y | -22.9% | +347.0% | -370.0% | -47.7% |
| 10Y | -12.6% | +390.8% | -403.4% | -50.7% |
| All | +895.4% | +11,644.8% | -10,749.4% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling