+338.3%
ELF vs TSN
+2.0%
+336.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | +4.0% | +4.6% | -0.6% | +2.6% |
| 30D | +10.6% | +15.4% | -4.9% | +5.8% |
| 3M | +25.8% | +2.9% | +22.9% | +24.4% |
| 6M | +89.1% | -10.8% | +99.8% | +94.8% |
| YTD | +52.7% | +4.5% | +48.3% | +48.9% |
| 1Y | +51.7% | +19.5% | +32.2% | +41.5% |
| 3Y | +14.2% | +42.2% | -28.0% | -2.0% |
| 5Y | +270.7% | -14.2% | +284.9% | +274.9% |
| 10Y | +341.9% | +15.4% | +326.6% | +295.5% |
| All | +338.3% | +2.0% | +336.2% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling