+11.6%
TSN vs EL
+62.2%
-50.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -1.4% | +1.5% | -3.0% | -1.7% |
| 30D | +8.5% | +10.0% | -1.5% | +6.4% |
| 3M | +5.3% | +28.4% | -23.1% | -0.2% |
| 6M | -10.5% | +37.1% | -47.6% | -16.6% |
| YTD | +3.0% | +7.8% | -4.9% | -0.7% |
| 1Y | +12.1% | +26.0% | -13.9% | +4.3% |
| 3Y | +43.1% | +3.8% | +39.3% | +33.4% |
| 5Y | -15.1% | -65.2% | +50.1% | +4.7% |
| All | +11.6% | +62.2% | -50.6% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling