+13,805.6%
ECL vs TSN
+1,049.6%
+12,756.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.8% | +4.6% | -5.4% | -1.6% |
| 30D | +8.1% | +15.4% | -7.3% | +5.1% |
| 3M | +6.4% | +2.9% | +3.5% | +5.6% |
| 6M | +14.8% | -10.8% | +25.5% | +17.0% |
| YTD | +15.5% | +4.5% | +11.0% | +13.9% |
| 1Y | +20.1% | +19.5% | +0.6% | +15.3% |
| 3Y | +77.8% | +42.2% | +35.5% | +63.8% |
| 5Y | +37.9% | -14.2% | +52.1% | +39.1% |
| 10Y | +202.7% | +15.4% | +187.3% | +181.3% |
| All | +13,805.6% | +1,049.6% | +12,756.0% | +7,490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling