+202.3%
ECL vs TSN
+14.5%
+187.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +2.9% | -1.4% | +4.3% | +3.3% |
| 30D | +7.5% | +8.5% | -1.0% | +5.1% |
| 3M | +12.2% | +5.3% | +7.0% | +10.4% |
| 6M | +24.6% | -10.5% | +35.1% | +28.0% |
| YTD | +18.8% | +3.0% | +15.8% | +16.8% |
| 1Y | +19.3% | +12.1% | +7.2% | +14.4% |
| 3Y | +78.2% | +43.1% | +35.1% | +56.8% |
| 5Y | +38.8% | -15.1% | +53.9% | +41.5% |
| All | +202.3% | +14.5% | +187.8% | +175.9% |
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