+2,568.1%
ELV vs TSN
+893.8%
+1,674.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +0.4% | +8.5% | -8.1% | -1.6% |
| 3M | +8.4% | +5.3% | +3.1% | +6.9% |
| 6M | +8.4% | -10.5% | +18.9% | +11.0% |
| YTD | +24.4% | +3.0% | +21.4% | +22.3% |
| 1Y | +33.5% | +12.1% | +21.4% | +28.4% |
| 3Y | -2.1% | +43.1% | -45.2% | -12.3% |
| 5Y | +5.8% | -15.1% | +20.9% | +6.7% |
| 10Y | +268.9% | +14.8% | +254.1% | +232.8% |
| All | +2,568.1% | +893.8% | +1,674.3% | +1,081.3% |
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