+62,321.4%
EME vs TSN
+493.5%
+61,828.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.1% |
| 7D | +5.2% | -5.0% | +10.2% | +6.5% |
| 30D | -5.4% | -9.1% | +3.7% | -3.0% |
| 3M | -6.1% | -7.4% | +1.3% | -4.6% |
| 6M | +9.7% | -13.4% | +23.0% | +13.0% |
| YTD | +26.6% | -8.5% | +35.1% | +28.2% |
| 1Y | +24.6% | -3.2% | +27.8% | +23.7% |
| 3Y | +249.6% | +11.5% | +238.1% | +225.4% |
| 5Y | +556.6% | -19.5% | +576.1% | +561.5% |
| 10Y | +1,286.6% | -9.1% | +1,295.7% | +1,206.7% |
| All | +62,321.4% | +493.5% | +61,828.0% | +32,110.3% |
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