-14.1%
TSN vs EFV
+14.9%
-29.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -7.3% | -0.5% | -6.8% | -7.3% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -7.5% | +8.4% | -15.9% | -7.7% |
| 6M | -14.1% | +12.3% | -26.5% | -15.1% |
| All | -14.1% | +14.9% | -29.0% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling