+4,298.5%
EMR vs TSN
+1,061.3%
+3,237.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.7% | +5.8% | -5.2% | -0.7% |
| 30D | +3.5% | +12.8% | -9.3% | +0.5% |
| 3M | +5.9% | +6.5% | -0.5% | +4.1% |
| 6M | +19.4% | -10.3% | +29.7% | +21.9% |
| YTD | +27.7% | +5.5% | +22.1% | +24.8% |
| 1Y | +30.9% | +15.8% | +15.1% | +24.9% |
| 3Y | +104.2% | +42.5% | +61.7% | +82.6% |
| 5Y | +89.6% | -14.3% | +104.0% | +90.5% |
| 10Y | +280.0% | +18.2% | +261.8% | +243.4% |
| All | +4,298.5% | +1,061.3% | +3,237.2% | +1,782.7% |
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 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