+280.6%
EMR vs TSN
+16.5%
+264.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +2.8% | +11.8% | -8.9% | -0.8% |
| 3M | +2.0% | +7.1% | -5.1% | -0.5% |
| 6M | +20.7% | -9.2% | +29.9% | +23.6% |
| YTD | +27.3% | +4.8% | +22.5% | +23.7% |
| 1Y | +31.0% | +11.6% | +19.4% | +24.3% |
| 3Y | +103.6% | +41.5% | +62.1% | +73.4% |
| 5Y | +88.6% | -15.5% | +104.1% | +92.2% |
| All | +280.6% | +16.5% | +264.0% | +224.3% |
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 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