+52.4%
EFA vs TSN
-18.6%
+71.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -2.4% | +1.4% | -3.7% | -2.6% |
| 30D | -2.2% | -6.2% | +3.9% | -1.3% |
| 3M | +5.7% | -5.7% | +11.3% | +6.4% |
| 6M | +8.2% | -11.4% | +19.5% | +9.8% |
| YTD | +11.8% | -8.2% | +19.9% | +12.6% |
| 1Y | +18.3% | -2.0% | +20.3% | +17.5% |
| 3Y | +64.9% | +11.9% | +53.1% | +57.4% |
| 5Y | +52.4% | -17.8% | +70.2% | +59.7% |
| All | +52.4% | -18.6% | +71.0% | +59.7% |
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