+213.9%
EME vs TSN
+41.9%
+172.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.7% |
| 7D | +8.4% | -1.4% | +9.8% | +8.1% |
| 30D | -11.5% | +8.5% | -20.0% | -10.1% |
| 3M | -20.6% | +5.3% | -25.9% | -19.8% |
| 6M | -28.5% | -10.5% | -18.0% | -29.3% |
| YTD | +8.0% | +3.0% | +5.1% | +9.6% |
| 1Y | +6.8% | +12.1% | -5.4% | +10.1% |
| 3Y | +213.9% | +43.1% | +170.8% | +210.0% |
| All | +213.9% | +41.9% | +172.0% | +210.0% |
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