+357.2%
ELF vs TSN
+12.5%
+344.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.3% | +5.8% | +0.4% | +4.4% |
| 30D | +8.5% | +12.8% | -4.3% | +4.4% |
| 3M | +24.4% | +6.5% | +18.0% | +21.7% |
| 6M | +94.7% | -10.3% | +105.0% | +100.5% |
| YTD | +55.9% | +5.5% | +50.3% | +51.4% |
| 1Y | +48.4% | +15.8% | +32.6% | +39.5% |
| 3Y | +24.6% | +42.5% | -17.9% | +6.3% |
| 5Y | +285.0% | -14.3% | +299.4% | +290.1% |
| 10Y | +357.2% | +18.2% | +339.0% | +304.3% |
| All | +357.2% | +12.5% | +344.7% | +304.3% |
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