-3.2%
TSN vs ES
+17.8%
-21.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -5.0% | +1.4% | -6.5% | -5.3% |
| 30D | -9.1% | -1.2% | -7.9% | -8.9% |
| 3M | -7.4% | +5.0% | -12.4% | -8.1% |
| 6M | -13.4% | -2.8% | -10.6% | -13.2% |
| YTD | -8.5% | +8.6% | -17.1% | -9.5% |
| 1Y | -3.2% | +18.9% | -22.1% | -4.3% |
| All | -3.2% | +17.8% | -21.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling