+126.1%
EMB vs TSN
+470.8%
-344.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +0.5% | +10.2% | -9.6% | -0.2% |
| 3M | -2.5% | +7.2% | -9.6% | -3.0% |
| 6M | -2.0% | -10.6% | +8.6% | -1.3% |
| YTD | -0.9% | +3.7% | -4.6% | -1.4% |
| 1Y | -0.3% | +13.5% | -13.8% | -1.6% |
| 3Y | +29.2% | +40.1% | -10.9% | +25.0% |
| 5Y | +7.4% | -14.5% | +21.9% | +7.5% |
| 10Y | +35.8% | +15.7% | +20.1% | +30.7% |
| All | +126.1% | +470.8% | -344.7% | +84.8% |
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