+328.0%
TSN vs EFV
+256.4%
+71.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | -5.0% | +1.0% | -6.0% | -5.7% |
| 30D | -9.1% | +0.2% | -9.3% | -9.2% |
| 3M | -7.4% | +9.6% | -17.0% | -12.9% |
| 6M | -13.4% | +14.0% | -27.4% | -20.9% |
| YTD | -8.5% | +18.5% | -26.9% | -18.6% |
| 1Y | -3.2% | +27.9% | -31.1% | -18.2% |
| 3Y | +11.5% | +92.4% | -81.0% | -28.7% |
| 5Y | -19.5% | +97.2% | -116.7% | -50.0% |
| 10Y | -9.1% | +163.0% | -172.1% | -54.2% |
| All | +328.0% | +256.4% | +71.6% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling