+137.5%
TSN vs ESI
+224.6%
-87.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | -6.3% | +3.3% | -9.6% | -6.8% |
| 30D | -10.8% | -5.9% | -4.9% | -10.1% |
| 3M | -8.8% | -14.1% | +5.3% | -7.4% |
| 6M | -16.8% | +6.6% | -23.4% | -18.9% |
| YTD | -10.0% | +45.0% | -55.0% | -16.7% |
| 1Y | -5.3% | +41.5% | -46.7% | -12.2% |
| 3Y | +8.5% | +78.8% | -70.2% | -5.1% |
| 5Y | -22.9% | +70.9% | -93.8% | -33.0% |
| 10Y | -12.6% | +317.1% | -329.7% | -35.7% |
| All | +137.5% | +224.6% | -87.1% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling