-11.3%
TSN vs EXPD
+314.6%
-325.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -6.3% | -1.1% | -5.2% | -6.1% |
| 30D | -10.8% | +4.1% | -14.9% | -11.8% |
| 3M | -8.8% | +17.9% | -26.7% | -13.0% |
| 6M | -16.8% | +29.2% | -46.0% | -23.0% |
| YTD | -10.0% | +27.4% | -37.4% | -17.0% |
| 1Y | -5.3% | +56.8% | -62.1% | -18.3% |
| 3Y | +8.5% | +68.0% | -59.5% | -10.0% |
| 5Y | -22.9% | +61.9% | -84.8% | -36.5% |
| All | -11.3% | +314.6% | -325.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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