+273.0%
ELF vs TSN
-14.8%
+287.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | +28.2% | +5.3% | +22.9% | +26.9% |
| 6M | +119.5% | -10.5% | +130.0% | +123.2% |
| YTD | +55.2% | +3.0% | +52.2% | +53.4% |
| 1Y | +58.6% | +12.1% | +46.5% | +54.0% |
| 3Y | +21.3% | +43.1% | -21.8% | +8.3% |
| All | +273.0% | -14.8% | +287.8% | +304.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling