+309.3%
TEL vs TSN
-4.9%
+314.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | +1.6% | +3.0% | -1.4% | +0.6% |
| 30D | -0.7% | -4.2% | +3.5% | +0.4% |
| 3M | +2.4% | -3.9% | +6.3% | +3.1% |
| 6M | +4.1% | -9.8% | +14.0% | +6.4% |
| YTD | -5.8% | -7.3% | +1.4% | -4.7% |
| 1Y | +0.9% | -2.2% | +3.1% | -0.1% |
| 3Y | +72.6% | +11.9% | +60.7% | +60.0% |
| 5Y | +57.5% | -16.9% | +74.5% | +60.5% |
| All | +309.3% | -4.9% | +314.3% | +274.3% |
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 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