-28.5%
EME vs TSN
-11.3%
-17.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.8% |
| 7D | +8.4% | -1.4% | +9.8% | +7.8% |
| 30D | -11.5% | +8.5% | -20.0% | -9.5% |
| 3M | -20.6% | +5.3% | -25.9% | -19.8% |
| 6M | -28.5% | -10.5% | -18.0% | -31.4% |
| All | -28.5% | -11.3% | -17.2% | -31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling