+1,047.1%
TSN vs EAT
+9,981.2%
-8,934.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.7% |
| 7D | -1.4% | -7.1% | +5.7% | -0.2% |
| 30D | +10.2% | -2.3% | +12.5% | +10.3% |
| 3M | +7.2% | -19.6% | +26.8% | +10.7% |
| 6M | -10.6% | +46.0% | -56.6% | -17.4% |
| YTD | +3.7% | +37.7% | -34.0% | -4.2% |
| 1Y | +13.5% | +73.8% | -60.3% | +0.2% |
| 3Y | +40.1% | +482.1% | -442.0% | -5.6% |
| 5Y | -14.5% | +362.5% | -376.9% | -42.5% |
| 10Y | +15.7% | +319.3% | -303.6% | -33.2% |
| All | +1,047.1% | +9,981.2% | -8,934.0% | +190.0% |
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 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