-7.0%
TSN vs ESI
+308.3%
-315.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -7.3% | +3.9% | -11.2% | -8.0% |
| 30D | -8.6% | -3.8% | -4.9% | -8.1% |
| 3M | -7.5% | -13.1% | +5.6% | -5.8% |
| 6M | -14.1% | +11.3% | -25.5% | -18.1% |
| YTD | -9.4% | +44.1% | -53.5% | -19.1% |
| 1Y | -4.1% | +40.3% | -44.4% | -14.2% |
| 3Y | +10.3% | +84.1% | -73.7% | -10.7% |
| 5Y | -19.7% | +75.8% | -95.5% | -35.8% |
| 10Y | -7.0% | +320.7% | -327.7% | -41.9% |
| All | -7.0% | +308.3% | -315.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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