-19.7%
TSN vs EL
-68.4%
+48.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.7% |
| 7D | -7.3% | -2.4% | -4.9% | -7.0% |
| 30D | -8.6% | +13.7% | -22.3% | -10.4% |
| 3M | -7.5% | +14.5% | -22.0% | -9.4% |
| 6M | -14.1% | +7.4% | -21.5% | -15.5% |
| YTD | -9.4% | -4.7% | -4.7% | -9.9% |
| 1Y | -4.1% | +12.9% | -17.0% | -7.5% |
| 3Y | +10.3% | -32.2% | +42.6% | +13.2% |
| 5Y | -19.7% | -68.4% | +48.7% | -7.6% |
| All | -19.7% | -68.4% | +48.6% | -7.6% |
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 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