-6.8%
TSN vs EFV
+169.9%
-176.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | +3.0% | -0.8% | +3.8% | +3.5% |
| 30D | -4.2% | +0.6% | -4.8% | -4.6% |
| 3M | -3.9% | +7.5% | -11.4% | -8.3% |
| 6M | -9.8% | +13.0% | -22.9% | -17.0% |
| YTD | -7.3% | +18.3% | -25.6% | -17.2% |
| 1Y | -2.2% | +26.7% | -28.9% | -16.5% |
| 3Y | +11.9% | +89.6% | -77.7% | -27.4% |
| 5Y | -16.9% | +98.2% | -115.2% | -48.3% |
| All | -6.8% | +169.9% | -176.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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