+519.6%
TSN vs EL
+1,831.4%
-1,311.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | +11.8% | +12.3% | -0.5% | +8.5% |
| 3M | +7.1% | +28.4% | -21.3% | -0.1% |
| 6M | -9.2% | +36.7% | -45.9% | -17.0% |
| YTD | +4.8% | +8.4% | -3.6% | -0.4% |
| 1Y | +11.6% | +25.4% | -13.8% | +2.0% |
| 3Y | +41.5% | +3.4% | +38.1% | +28.8% |
| 5Y | -15.5% | -64.8% | +49.2% | +0.2% |
| 10Y | +16.9% | +63.0% | -46.1% | -14.2% |
| All | +519.6% | +1,831.4% | -1,311.7% | +141.0% |
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 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