-35.6%
ELAN vs TSN
+7.9%
-43.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -5.4% | +3.0% | -8.5% | -6.4% |
| 30D | +4.7% | -4.2% | +8.9% | +6.1% |
| 3M | -3.7% | -3.9% | +0.2% | -2.7% |
| 6M | -1.2% | -9.8% | +8.6% | +1.3% |
| YTD | +2.4% | -7.3% | +9.7% | +3.9% |
| 1Y | +23.4% | -2.2% | +25.6% | +22.6% |
| 3Y | +96.7% | +11.9% | +84.8% | +84.2% |
| 5Y | -30.6% | -16.9% | -13.6% | -29.5% |
| All | -35.6% | +7.9% | -43.5% | -45.0% |
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