-34.6%
ELAN vs TSN
+5.4%
-40.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | -4.6% | -7.3% | +2.7% | -2.2% |
| 30D | +5.7% | -8.6% | +14.3% | +8.9% |
| 3M | -3.9% | -7.5% | +3.6% | -1.7% |
| 6M | -1.6% | -14.1% | +12.5% | +2.6% |
| YTD | +4.1% | -9.4% | +13.5% | +6.4% |
| 1Y | +25.5% | -4.1% | +29.6% | +25.6% |
| 3Y | +103.2% | +10.3% | +92.9% | +91.2% |
| 5Y | -29.8% | -19.7% | -10.1% | -27.9% |
| All | -34.6% | +5.4% | -40.0% | -43.6% |
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