+11.8%
TSN vs ES
+82.6%
-70.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +12.1% | +5.7% | +6.3% | +10.4% |
| 3M | +4.1% | -2.8% | +6.9% | +4.8% |
| 6M | -10.9% | +7.0% | -17.8% | -12.6% |
| YTD | +4.8% | +6.8% | -2.0% | +2.6% |
| 1Y | +17.6% | -0.5% | +18.1% | +17.0% |
| 3Y | +43.2% | +47.2% | -4.0% | +26.9% |
| 5Y | -13.9% | +2.3% | -16.1% | -16.7% |
| 10Y | +11.8% | +85.6% | -73.8% | -9.7% |
| All | +11.8% | +82.6% | -70.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling