+7.3%
EMB vs TSN
-20.8%
+28.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +0.3% | -5.0% | +5.3% | +0.6% |
| 30D | -0.5% | -9.1% | +8.6% | +0.2% |
| 3M | +0.3% | -7.4% | +7.7% | +0.8% |
| 6M | +1.2% | -13.4% | +14.6% | +2.0% |
| YTD | +1.5% | -8.5% | +10.0% | +1.8% |
| 1Y | +4.8% | -3.2% | +8.0% | +4.6% |
| 3Y | +30.4% | +11.5% | +18.9% | +27.5% |
| 5Y | +7.3% | -19.5% | +26.8% | +9.4% |
| All | +7.3% | -20.8% | +28.0% | +9.4% |
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