-13.9%
TSN vs EL
-65.0%
+51.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +4.9% | +8.0% | -3.1% | +3.8% |
| 30D | +12.1% | +15.4% | -3.4% | +9.9% |
| 3M | +4.1% | +28.5% | -24.4% | +0.4% |
| 6M | -10.9% | +32.2% | -43.1% | -14.6% |
| YTD | +4.8% | +9.2% | -4.4% | +2.2% |
| 1Y | +17.6% | +30.8% | -13.1% | +11.4% |
| 3Y | +43.2% | +3.7% | +39.5% | +37.1% |
| 5Y | -13.9% | -64.8% | +50.9% | -1.0% |
| All | -13.9% | -65.0% | +51.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling