-36.6%
EFX vs TSN
-20.2%
-16.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.0% |
| YTD | -21.8% | -9.4% | -12.4% | -20.0% |
| 1Y | -32.5% | -4.1% | -28.5% | -32.2% |
| 3Y | -12.3% | +10.3% | -22.7% | -16.7% |
| 5Y | -36.6% | -19.7% | -16.9% | -31.9% |
| All | -36.6% | -20.2% | -16.4% | -31.9% |
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