+472.2%
TSN vs XME
+170.7%
+301.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.3% |
| 7D | -1.4% | +0.3% | -1.8% | -1.6% |
| 30D | +8.5% | -6.1% | +14.6% | +10.2% |
| 3M | +5.3% | -18.6% | +23.9% | +11.4% |
| 6M | -10.5% | -23.9% | +13.4% | -4.3% |
| YTD | +3.0% | -9.3% | +12.3% | +3.0% |
| 1Y | +12.1% | +1.8% | +10.4% | +7.9% |
| 3Y | +43.1% | +93.0% | -49.9% | +8.1% |
| 5Y | -15.1% | +107.0% | -122.1% | -39.4% |
| 10Y | +14.8% | +266.9% | -252.1% | -37.7% |
| All | +472.2% | +170.7% | +301.5% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling