-30.8%
EFX vs TSN
-2.3%
-28.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -11.1% | +1.4% | -12.5% | -11.5% |
| 30D | -7.4% | -6.2% | -1.2% | -5.9% |
| 3M | +1.5% | -5.7% | +7.2% | +3.2% |
| 6M | -13.7% | -11.4% | -2.3% | -11.8% |
| YTD | -21.9% | -8.2% | -13.7% | -20.4% |
| 1Y | -30.8% | -2.0% | -28.8% | -30.3% |
| All | -30.8% | -2.3% | -28.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling