+854.3%
EEM vs TSN
+795.0%
+59.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.3% | -6.3% | +8.6% | +4.4% |
| 30D | +4.5% | -10.8% | +15.3% | +8.3% |
| 3M | -0.1% | -8.8% | +8.7% | +2.2% |
| 6M | +16.9% | -16.8% | +33.8% | +22.8% |
| YTD | +26.2% | -10.0% | +36.2% | +28.8% |
| 1Y | +40.5% | -5.3% | +45.8% | +40.5% |
| 3Y | +86.2% | +8.5% | +77.7% | +74.2% |
| 5Y | +45.5% | -22.9% | +68.4% | +49.7% |
| 10Y | +128.6% | -12.6% | +141.3% | +108.1% |
| All | +854.3% | +795.0% | +59.3% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling