+6,459.5%
EFX vs TSN
+890.5%
+5,569.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.2% |
| 7D | -8.6% | -6.3% | -2.3% | -7.5% |
| 30D | +0.1% | -10.8% | +10.9% | +2.3% |
| 3M | +3.8% | -8.8% | +12.6% | +5.7% |
| 6M | -13.5% | -16.8% | +3.3% | -10.6% |
| YTD | -17.7% | -10.0% | -7.7% | -16.2% |
| 1Y | -25.6% | -5.3% | -20.3% | -25.1% |
| 3Y | -12.1% | +8.5% | -20.6% | -14.4% |
| 5Y | -33.8% | -22.9% | -10.9% | -31.6% |
| 10Y | +45.1% | -12.6% | +57.8% | +41.4% |
| All | +6,459.5% | +890.5% | +5,569.0% | +3,419.8% |
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