+46.6%
EEM vs TSN
-20.2%
+66.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +2.0% | -7.3% | +9.3% | +2.8% |
| 30D | +5.1% | -8.6% | +13.7% | +6.1% |
| 3M | +4.6% | -7.5% | +12.1% | +5.2% |
| 6M | +17.8% | -14.1% | +31.9% | +19.5% |
| YTD | +25.8% | -9.4% | +35.3% | +26.5% |
| 1Y | +36.4% | -4.1% | +40.5% | +35.8% |
| 3Y | +90.0% | +10.3% | +79.7% | +82.4% |
| 5Y | +46.6% | -19.7% | +66.3% | +53.7% |
| All | +46.6% | -20.2% | +66.8% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling