+670.1%
TEL vs TSN
+241.3%
+428.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.4% |
| 7D | -1.4% | -5.0% | +3.6% | +0.2% |
| 30D | -4.9% | -9.1% | +4.2% | -1.8% |
| 3M | +0.1% | -7.4% | +7.5% | +2.3% |
| 6M | +0.4% | -13.4% | +13.7% | +4.5% |
| YTD | -8.9% | -8.5% | -0.4% | -7.2% |
| 1Y | -0.3% | -3.2% | +2.9% | -1.0% |
| 3Y | +67.6% | +11.5% | +56.1% | +54.7% |
| 5Y | +50.7% | -19.5% | +70.2% | +54.8% |
| 10Y | +288.6% | -9.1% | +297.7% | +258.3% |
| All | +670.1% | +241.3% | +428.8% | +169.4% |
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