-17.8%
TSN vs EFV
+94.1%
-111.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.4% | -2.0% | +3.4% | +2.3% |
| 30D | -6.2% | -0.2% | -6.0% | -6.1% |
| 3M | -5.7% | +9.1% | -14.8% | -9.5% |
| 6M | -11.4% | +11.7% | -23.1% | -16.2% |
| YTD | -8.2% | +17.0% | -25.2% | -15.3% |
| 1Y | -2.0% | +26.7% | -28.7% | -13.1% |
| 3Y | +11.9% | +90.2% | -78.3% | -20.0% |
| 5Y | -17.8% | +96.1% | -113.9% | -42.6% |
| All | -17.8% | +94.1% | -111.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling