+3,912.1%
EMR vs TSN
+890.5%
+3,021.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -1.5% | -6.3% | +4.8% | -0.1% |
| 30D | -5.6% | -10.8% | +5.2% | -3.1% |
| 3M | +7.9% | -8.8% | +16.7% | +9.9% |
| 6M | +6.0% | -16.8% | +22.8% | +10.0% |
| YTD | +16.4% | -10.0% | +26.4% | +18.4% |
| 1Y | +16.6% | -5.3% | +21.9% | +16.8% |
| 3Y | +62.9% | +8.5% | +54.3% | +55.8% |
| 5Y | +60.1% | -22.9% | +83.0% | +65.1% |
| 10Y | +268.7% | -12.6% | +281.4% | +257.3% |
| All | +3,912.1% | +890.5% | +3,021.6% | +1,686.7% |
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