+261.4%
ELF vs TSN
-10.3%
+271.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.7% |
| 7D | -10.8% | +1.4% | -12.2% | -11.2% |
| 30D | +0.8% | -6.2% | +7.0% | +2.6% |
| 3M | +64.8% | -5.7% | +70.4% | +67.3% |
| 6M | +19.0% | -11.4% | +30.3% | +22.4% |
| YTD | +25.9% | -8.2% | +34.1% | +27.8% |
| 1Y | -28.8% | -2.0% | -26.8% | -29.3% |
| 3Y | -29.6% | +11.9% | -41.5% | -34.8% |
| 5Y | +216.2% | -17.8% | +234.0% | +222.1% |
| All | +261.4% | -10.3% | +271.7% | +230.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling