-16.9%
TSN vs XE
-36.4%
+19.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.5% | +1.7% |
| 7D | -5.0% | +4.0% | -9.1% | -5.1% |
| 30D | -9.1% | -15.5% | +6.4% | -9.3% |
| 3M | -7.4% | -14.6% | +7.2% | -8.3% |
| All | -16.9% | -36.4% | +19.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling