+19.4%
TSN vs EL
+25.6%
-6.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.3% | -0.9% | +5.1% |
| 7D | +8.4% | +2.5% | +5.9% | +8.3% |
| 30D | +16.1% | +20.1% | -4.0% | +15.2% |
| 3M | +3.2% | +29.3% | -26.1% | +2.0% |
| 6M | -11.1% | +38.8% | -49.9% | -12.1% |
| YTD | +5.1% | +8.1% | -3.0% | +3.2% |
| 1Y | +19.4% | +22.3% | -2.9% | +12.5% |
| All | +19.4% | +25.6% | -6.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling