+152.1%
ECL vs TSN
-5.9%
+158.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.6% | +1.4% | -4.0% | -3.0% |
| 30D | -4.6% | -6.2% | +1.6% | -3.0% |
| 3M | +6.0% | -5.7% | +11.6% | +7.4% |
| 6M | -3.0% | -11.4% | +8.4% | -0.3% |
| YTD | +4.0% | -8.2% | +12.2% | +5.6% |
| 1Y | +2.0% | -2.0% | +4.0% | +1.6% |
| 3Y | +53.9% | +11.9% | +42.0% | +45.6% |
| 5Y | +27.1% | -17.8% | +44.9% | +30.4% |
| All | +152.1% | -5.9% | +158.0% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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