+28.0%
EMR vs TSN
+10.6%
+17.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +2.1% | +10.2% | -8.1% | +2.1% |
| 3M | +2.3% | +7.2% | -4.9% | +2.2% |
| 6M | +22.5% | -10.6% | +33.1% | +24.2% |
| YTD | +27.2% | +3.7% | +23.5% | +27.9% |
| 1Y | +28.0% | +13.5% | +14.5% | +26.7% |
| All | +28.0% | +10.6% | +17.4% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling