+43.2%
TSN vs ESI
+77.3%
-34.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.3% |
| 7D | +4.9% | -3.5% | +8.3% | +4.9% |
| 30D | +12.1% | -9.3% | +21.3% | +12.1% |
| 3M | +4.1% | -12.8% | +16.9% | +4.3% |
| 6M | -10.9% | -24.6% | +13.7% | -10.4% |
| YTD | +4.8% | +32.7% | -27.9% | +0.4% |
| 1Y | +17.6% | +20.3% | -2.7% | +13.5% |
| 3Y | +43.2% | +80.2% | -37.0% | +19.8% |
| All | +43.2% | +77.3% | -34.1% | +19.8% |
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