-13.0%
EFX vs TSN
+10.3%
-23.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.8% |
| 7D | -9.4% | -7.3% | -2.1% | -7.5% |
| 30D | -6.9% | -8.6% | +1.8% | -4.5% |
| 3M | +0.1% | -7.5% | +7.6% | +2.4% |
| 6M | -17.3% | -14.1% | -3.2% | -14.1% |
| YTD | -21.8% | -9.4% | -12.4% | -20.0% |
| 1Y | -32.5% | -4.1% | -28.5% | -32.3% |
| All | -13.0% | +10.3% | -23.3% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling