+1,344.7%
EME vs TSN
-4.9%
+1,349.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +3.5% | +3.0% | +0.5% | +2.7% |
| 30D | -6.3% | -4.2% | -2.1% | -5.4% |
| 3M | -3.8% | -3.9% | +0.1% | -3.3% |
| 6M | +8.5% | -9.8% | +18.3% | +10.5% |
| YTD | +27.8% | -7.3% | +35.1% | +28.8% |
| 1Y | +22.2% | -2.2% | +24.4% | +20.8% |
| 3Y | +253.5% | +11.9% | +241.6% | +222.8% |
| 5Y | +578.6% | -16.9% | +595.6% | +577.1% |
| All | +1,344.7% | -4.9% | +1,349.6% | +1,213.2% |
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