+126.7%
EMB vs TSN
+480.7%
-354.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.5% | +5.8% | -5.3% | +0.1% |
| 30D | +0.9% | +12.8% | -12.0% | 0.0% |
| 3M | -2.1% | +6.5% | -8.6% | -2.6% |
| 6M | -2.2% | -10.3% | +8.1% | -1.5% |
| YTD | -0.6% | +5.5% | -6.1% | -1.3% |
| 1Y | +0.2% | +15.8% | -15.6% | -1.2% |
| 3Y | +29.5% | +42.5% | -13.0% | +25.2% |
| 5Y | +8.0% | -14.3% | +22.3% | +8.0% |
| 10Y | +35.3% | +18.2% | +17.1% | +30.1% |
| All | +126.7% | +480.7% | -354.0% | +85.1% |
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