+895.4%
TSN vs ES
+1,243.3%
-347.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -10.8% | -2.0% | -8.8% | -10.4% |
| 3M | -8.8% | +1.7% | -10.4% | -9.2% |
| 6M | -16.8% | -3.5% | -13.3% | -16.2% |
| YTD | -10.0% | +7.9% | -17.9% | -12.2% |
| 1Y | -5.3% | +17.2% | -22.4% | -10.1% |
| 3Y | +8.5% | +29.3% | -20.8% | -0.9% |
| 5Y | -22.9% | -5.7% | -17.2% | -23.7% |
| 10Y | -12.6% | +85.2% | -97.8% | -30.7% |
| All | +895.4% | +1,243.3% | -347.9% | +385.1% |
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