+66.6%
TEL vs TSN
+11.8%
+54.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -2.3% | +1.4% | -3.6% | -2.4% |
| 30D | -6.1% | -6.2% | +0.1% | -5.4% |
| 3M | +1.7% | -5.7% | +7.4% | +2.2% |
| 6M | +1.6% | -11.4% | +13.0% | +2.7% |
| YTD | -9.1% | -8.2% | -0.9% | -8.5% |
| 1Y | -1.7% | -2.0% | +0.4% | -2.3% |
| All | +66.6% | +11.8% | +54.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling