+21.3%
ELF vs TSN
+41.9%
-20.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.7% | +4.0% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +9.1% | +8.5% | +0.6% | +8.1% |
| 3M | +28.2% | +5.3% | +22.9% | +27.4% |
| 6M | +119.5% | -10.5% | +130.0% | +121.9% |
| YTD | +55.2% | +3.0% | +52.2% | +54.1% |
| 1Y | +58.6% | +12.1% | +46.5% | +55.3% |
| 3Y | +21.3% | +43.1% | -21.8% | -5.7% |
| All | +21.3% | +41.9% | -20.6% | -5.7% |
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