-5.3%
TSN vs EL
+14.8%
-20.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.7% |
| 7D | -6.3% | +0.8% | -7.1% | -6.3% |
| 30D | -10.8% | +19.8% | -30.6% | -11.2% |
| 3M | -8.8% | +25.7% | -34.5% | -9.3% |
| 6M | -16.8% | +5.4% | -22.3% | -16.7% |
| YTD | -10.0% | +0.2% | -10.2% | -10.2% |
| 1Y | -5.3% | +20.4% | -25.7% | -6.9% |
| All | -5.3% | +14.8% | -20.0% | -6.9% |
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