+121.1%
EEM vs TSN
+14.5%
+106.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | -5.4% | +8.5% | -13.9% | -6.8% |
| 3M | -8.6% | +5.3% | -13.9% | -9.6% |
| 6M | -8.9% | -10.5% | +1.6% | -7.3% |
| YTD | +11.9% | +3.0% | +9.0% | +10.4% |
| 1Y | +13.1% | +12.1% | +0.9% | +9.5% |
| 3Y | +70.7% | +43.1% | +27.5% | +54.9% |
| 5Y | +31.8% | -15.1% | +46.9% | +32.7% |
| All | +121.1% | +14.5% | +106.7% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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