-19.7%
TSN vs XME
+183.2%
-203.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -8.6% | +1.4% | -10.0% | -8.9% |
| 3M | -7.5% | +2.7% | -10.3% | -8.1% |
| 6M | -14.1% | +6.5% | -20.6% | -15.6% |
| YTD | -9.4% | +15.2% | -24.6% | -12.5% |
| 1Y | -4.1% | +43.5% | -47.6% | -11.7% |
| 3Y | +10.3% | +135.9% | -125.5% | -10.2% |
| 5Y | -19.7% | +181.5% | -201.2% | -38.0% |
| All | -19.7% | +183.2% | -203.0% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling