+6,869.6%
EFX vs TSN
+1,033.0%
+5,836.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | -1.4% | +0.7% | -0.5% |
| 30D | +25.1% | +8.5% | +16.6% | +23.2% |
| 3M | +1.7% | +5.3% | -3.6% | +0.5% |
| 6M | +18.4% | -10.5% | +28.9% | +20.9% |
| YTD | -12.5% | +3.0% | -15.5% | -13.3% |
| 1Y | -8.1% | +12.1% | -20.2% | -10.5% |
| 3Y | +4.8% | +43.1% | -38.3% | -3.3% |
| 5Y | -30.1% | -15.1% | -15.0% | -29.2% |
| 10Y | +81.5% | +14.8% | +66.6% | +67.8% |
| All | +6,869.6% | +1,033.0% | +5,836.6% | +3,541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling