-5.3%
TSN vs EXEL
+59.2%
-64.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.3% | +8.4% | -14.7% | -6.7% |
| 30D | -10.8% | +4.1% | -14.9% | -11.1% |
| 3M | -8.8% | +12.4% | -21.2% | -9.2% |
| 6M | -16.8% | +41.5% | -58.4% | -18.1% |
| YTD | -10.0% | +34.6% | -44.6% | -11.3% |
| 1Y | -5.3% | +57.9% | -63.1% | -7.7% |
| All | -5.3% | +59.2% | -64.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling