+277.7%
ELF vs TSN
-11.5%
+289.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.7% |
| 7D | -6.8% | -7.3% | +0.5% | -4.8% |
| 30D | +5.1% | -8.6% | +13.7% | +7.8% |
| 3M | +79.8% | -7.5% | +87.3% | +83.6% |
| 6M | +29.7% | -14.1% | +43.9% | +34.7% |
| YTD | +31.6% | -9.4% | +41.1% | +34.1% |
| 1Y | -27.9% | -4.1% | -23.8% | -28.0% |
| 3Y | -26.4% | +10.3% | -36.8% | -31.5% |
| 5Y | +235.6% | -19.7% | +255.3% | +244.6% |
| All | +277.7% | -11.5% | +289.2% | +247.4% |
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