+241.5%
EME vs TSN
+10.3%
+231.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.6% |
| 7D | +2.7% | -7.3% | +10.0% | +1.6% |
| 30D | -6.8% | -8.6% | +1.8% | -8.0% |
| 3M | -8.8% | -7.5% | -1.3% | -9.8% |
| 6M | +5.0% | -14.1% | +19.1% | +3.1% |
| YTD | +23.5% | -9.4% | +32.9% | +22.5% |
| 1Y | +21.3% | -4.1% | +25.4% | +22.0% |
| All | +241.5% | +10.3% | +231.2% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling