+381.5%
TSN vs EFV
+249.2%
+132.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -1.4% | +2.5% | -4.0% | -3.1% |
| 30D | +8.5% | +2.9% | +5.6% | +6.5% |
| 3M | +5.3% | -1.4% | +6.7% | +6.1% |
| 6M | -10.5% | +5.5% | -16.0% | -13.8% |
| YTD | +3.0% | +16.1% | -13.1% | -7.3% |
| 1Y | +12.1% | +20.3% | -8.1% | -1.4% |
| 3Y | +43.1% | +90.4% | -47.3% | -7.9% |
| 5Y | -15.1% | +93.5% | -108.6% | -46.6% |
| 10Y | +14.8% | +161.5% | -146.7% | -42.0% |
| All | +381.5% | +249.2% | +132.3% | +104.9% |
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