-19.5%
ELF vs TSN
+8.7%
-28.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +5.4% | -6.3% | +11.7% | +6.1% |
| 30D | +27.0% | -10.8% | +37.8% | +28.6% |
| 3M | +113.2% | -8.8% | +122.0% | +115.1% |
| 6M | +36.6% | -16.8% | +53.4% | +39.5% |
| YTD | +44.2% | -10.0% | +54.2% | +45.5% |
| 1Y | -18.0% | -5.3% | -12.7% | -18.1% |
| All | -19.5% | +8.7% | -28.2% | -31.1% |
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