+65.8%
EMR vs TSN
-20.2%
+86.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.9% | -7.3% | +8.2% | +2.3% |
| 30D | -5.0% | -8.6% | +3.7% | -3.4% |
| 3M | +5.9% | -7.5% | +13.4% | +7.1% |
| 6M | +7.3% | -14.1% | +21.5% | +9.8% |
| YTD | +14.6% | -9.4% | +24.0% | +15.7% |
| 1Y | +15.6% | -4.1% | +19.7% | +15.1% |
| 3Y | +60.2% | +10.3% | +49.8% | +50.9% |
| 5Y | +65.8% | -19.7% | +85.6% | +73.6% |
| All | +65.8% | -20.2% | +86.0% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling