+11.5%
TSN vs ESI
+82.9%
-71.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -5.0% | +5.4% | -10.4% | -5.2% |
| 30D | -9.1% | -4.2% | -4.9% | -9.0% |
| 3M | -7.4% | -9.6% | +2.2% | -7.5% |
| 6M | -13.4% | +18.3% | -31.7% | -15.5% |
| YTD | -8.5% | +45.8% | -54.3% | -12.5% |
| 1Y | -3.2% | +39.2% | -42.3% | -7.2% |
| 3Y | +11.5% | +86.3% | -74.8% | -3.7% |
| All | +11.5% | +82.9% | -71.4% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling