-30.7%
EFX vs TSN
-14.8%
-15.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | -1.4% | +0.7% | -0.3% |
| 30D | +25.1% | +8.5% | +16.6% | +22.1% |
| 3M | +1.7% | +5.3% | -3.6% | -0.2% |
| 6M | +18.4% | -10.5% | +28.9% | +21.9% |
| YTD | -12.5% | +3.0% | -15.5% | -13.9% |
| 1Y | -8.1% | +12.1% | -20.2% | -12.0% |
| 3Y | +4.8% | +43.1% | -38.3% | -8.0% |
| All | -30.7% | -14.8% | -15.8% | -27.2% |
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