+1,055.3%
TSN vs ES
+1,235.9%
-180.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | +4.6% | +1.9% | +2.7% | +4.1% |
| 30D | +15.4% | +7.1% | +8.4% | +13.3% |
| 3M | +2.9% | -1.9% | +4.8% | +3.4% |
| 6M | -10.8% | +4.4% | -15.1% | -12.0% |
| YTD | +4.5% | +7.3% | -2.9% | +2.0% |
| 1Y | +19.5% | +2.1% | +17.4% | +18.0% |
| 3Y | +42.2% | +41.8% | +0.4% | +26.7% |
| 5Y | -14.2% | +1.4% | -15.6% | -16.7% |
| 10Y | +15.4% | +86.8% | -71.4% | -8.7% |
| All | +1,055.3% | +1,235.9% | -180.7% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling