+2,419.4%
ELV vs TSN
+768.8%
+1,650.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +3.3% | -6.3% | +9.6% | +4.9% |
| 30D | +4.2% | -10.8% | +15.0% | +7.0% |
| 3M | -0.1% | -8.8% | +8.7% | +1.9% |
| 6M | +41.3% | -16.8% | +58.1% | +47.0% |
| YTD | +17.4% | -10.0% | +27.4% | +19.4% |
| 1Y | +35.1% | -5.3% | +40.3% | +35.4% |
| 3Y | -3.2% | +8.5% | -11.8% | -7.2% |
| 5Y | +15.6% | -22.9% | +38.5% | +19.4% |
| 10Y | +276.8% | -12.6% | +289.4% | +262.5% |
| All | +2,419.4% | +768.8% | +1,650.6% | +1,053.2% |
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