+79.7%
EFX vs TSN
+14.5%
+65.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | -1.4% | +0.7% | -0.4% |
| 30D | +25.1% | +8.5% | +16.6% | +22.7% |
| 3M | +1.7% | +5.3% | -3.6% | +0.3% |
| 6M | +18.4% | -10.5% | +28.9% | +21.3% |
| YTD | -12.5% | +3.0% | -15.5% | -13.5% |
| 1Y | -8.1% | +12.1% | -20.2% | -11.0% |
| 3Y | +4.8% | +43.1% | -38.3% | -4.7% |
| 5Y | -30.1% | -15.1% | -15.0% | -29.1% |
| All | +79.7% | +14.5% | +65.2% | +71.6% |
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