+313.8%
ELF vs TSN
-12.1%
+325.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +5.4% | -6.3% | +11.7% | +7.3% |
| 30D | +27.0% | -10.8% | +37.8% | +31.2% |
| 3M | +113.2% | -8.8% | +122.0% | +118.4% |
| 6M | +36.6% | -16.8% | +53.4% | +43.3% |
| YTD | +44.2% | -10.0% | +54.2% | +47.3% |
| 1Y | -18.0% | -5.3% | -12.7% | -17.7% |
| 3Y | -19.9% | +8.5% | -28.5% | -25.0% |
| 5Y | +257.7% | -22.9% | +280.6% | +272.9% |
| All | +313.8% | -12.1% | +325.9% | +281.4% |
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