+96.7%
ELAN vs TSN
+13.0%
+83.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.2% |
| 3M | -3.7% | -3.9% | +0.2% | -2.7% |
| 6M | -1.2% | -9.8% | +8.6% | +1.2% |
| YTD | +2.4% | -7.3% | +9.7% | +3.5% |
| 1Y | +23.4% | -2.2% | +25.6% | +21.3% |
| 3Y | +96.7% | +11.9% | +84.8% | +56.1% |
| All | +96.7% | +13.0% | +83.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling