+30.7%
EMB vs TSN
-9.4%
+40.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | 0.0% | -7.3% | +7.3% | +0.8% |
| 30D | -0.3% | -8.6% | +8.4% | +0.6% |
| 3M | -0.3% | -7.5% | +7.2% | +0.4% |
| 6M | +0.7% | -14.1% | +14.9% | +2.1% |
| YTD | +1.3% | -9.4% | +10.7% | +2.0% |
| 1Y | +4.7% | -4.1% | +8.8% | +4.6% |
| 3Y | +30.1% | +10.3% | +19.8% | +27.1% |
| 5Y | +6.9% | -19.7% | +26.6% | +7.6% |
| 10Y | +30.7% | -7.0% | +37.7% | +24.9% |
| All | +30.7% | -9.4% | +40.2% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling