+52.1%
TEL vs TSN
-19.7%
+71.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +1.2% | -7.3% | +8.5% | +2.8% |
| 30D | -4.1% | -8.6% | +4.5% | -2.3% |
| 3M | -2.6% | -7.5% | +4.9% | -1.2% |
| 6M | 0.0% | -14.1% | +14.1% | +2.9% |
| YTD | -9.1% | -9.4% | +0.4% | -7.8% |
| 1Y | -0.8% | -4.1% | +3.2% | -1.3% |
| 3Y | +67.4% | +10.3% | +57.0% | +56.2% |
| All | +52.1% | -19.7% | +71.9% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling