-7.7%
TSN vs XME
+426.6%
-434.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.3% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | -6.2% | -2.6% | -3.6% | -5.7% |
| 3M | -5.7% | +2.2% | -7.8% | -6.7% |
| 6M | -11.4% | +0.7% | -12.1% | -12.7% |
| YTD | -8.2% | +10.9% | -19.1% | -12.4% |
| 1Y | -2.0% | +35.7% | -37.7% | -12.2% |
| 3Y | +11.9% | +127.1% | -115.3% | -15.8% |
| 5Y | -17.8% | +168.5% | -186.2% | -43.4% |
| All | -7.7% | +426.6% | -434.3% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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