+272.1%
ELV vs TSN
-4.9%
+277.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.9% |
| 7D | +2.8% | +3.0% | -0.3% | +2.0% |
| 30D | +4.9% | -4.2% | +9.1% | +5.9% |
| 3M | +4.9% | -3.9% | +8.8% | +5.7% |
| 6M | +45.1% | -9.8% | +54.9% | +48.0% |
| YTD | +20.7% | -7.3% | +27.9% | +21.7% |
| 1Y | +35.0% | -2.2% | +37.2% | +34.0% |
| 3Y | -2.4% | +11.9% | -14.3% | -7.7% |
| 5Y | +25.5% | -16.9% | +42.4% | +27.6% |
| All | +272.1% | -4.9% | +277.1% | +250.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling