+263.6%
EMR vs TSN
-5.9%
+269.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -9.4% | -6.2% | -3.3% | -7.8% |
| 3M | +8.6% | -5.7% | +14.2% | +9.9% |
| 6M | +6.7% | -11.4% | +18.1% | +9.5% |
| YTD | +13.1% | -8.2% | +21.2% | +14.6% |
| 1Y | +12.7% | -2.0% | +14.8% | +11.4% |
| 3Y | +58.1% | +11.9% | +46.2% | +46.1% |
| 5Y | +63.6% | -17.8% | +81.4% | +66.7% |
| All | +263.6% | -5.9% | +269.5% | +228.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling