+432.2%
TSN vs EL
+1,685.7%
-1,253.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.5% |
| 30D | -10.8% | +19.8% | -30.6% | -15.1% |
| 3M | -8.8% | +25.7% | -34.5% | -14.3% |
| 6M | -16.8% | +5.4% | -22.3% | -19.3% |
| YTD | -10.0% | +0.2% | -10.2% | -12.5% |
| 1Y | -5.3% | +20.4% | -25.7% | -12.8% |
| 3Y | +8.5% | -32.1% | +40.7% | +10.1% |
| 5Y | -22.9% | -67.2% | +44.3% | -6.9% |
| 10Y | -12.6% | +31.7% | -44.4% | -31.9% |
| All | +432.2% | +1,685.7% | -1,253.6% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling