-7.7%
TSN vs EL
+25.3%
-33.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +1.4% | -4.4% | +5.7% | +2.2% |
| 30D | -6.2% | +10.3% | -16.4% | -8.3% |
| 3M | -5.7% | +13.4% | -19.0% | -8.4% |
| 6M | -11.4% | +3.1% | -14.4% | -13.0% |
| YTD | -8.2% | -6.9% | -1.3% | -8.7% |
| 1Y | -2.0% | +11.9% | -13.9% | -7.1% |
| 3Y | +11.9% | -33.8% | +45.7% | +15.7% |
| 5Y | -17.8% | -69.0% | +51.2% | +3.4% |
| All | -7.7% | +25.3% | -33.0% | -30.0% |
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