+131.7%
EMB vs TSN
+395.3%
-263.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | 0.0% | -6.3% | +6.3% | +0.5% |
| 30D | -0.3% | -10.8% | +10.5% | +0.5% |
| 3M | -0.4% | -8.8% | +8.3% | +0.2% |
| 6M | +0.1% | -16.8% | +16.9% | +1.3% |
| YTD | +1.6% | -10.0% | +11.6% | +2.2% |
| 1Y | +5.6% | -5.3% | +10.9% | +5.7% |
| 3Y | +29.8% | +8.5% | +21.3% | +28.1% |
| 5Y | +7.3% | -22.9% | +30.2% | +8.2% |
| 10Y | +30.4% | -12.6% | +43.1% | +27.9% |
| All | +131.7% | +395.3% | -263.6% | +91.5% |
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