+53,162.3%
EME vs TSN
+567.7%
+52,594.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +8.4% | -1.4% | +9.8% | +8.8% |
| 30D | -11.5% | +8.5% | -20.0% | -13.7% |
| 3M | -20.6% | +5.3% | -25.9% | -22.1% |
| 6M | -28.5% | -10.5% | -18.0% | -27.0% |
| YTD | +8.0% | +3.0% | +5.1% | +5.6% |
| 1Y | +6.8% | +12.1% | -5.4% | +1.8% |
| 3Y | +213.9% | +43.1% | +170.8% | +171.9% |
| 5Y | +414.8% | -15.1% | +429.9% | +410.4% |
| 10Y | +916.9% | +14.8% | +902.1% | +798.7% |
| All | +53,162.3% | +567.7% | +52,594.6% | +26,437.9% |
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