-7.0%
TSN vs EXEL
+378.5%
-385.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.1% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -8.6% | +10.1% | -18.8% | -9.4% |
| 3M | -7.5% | +10.1% | -17.6% | -8.4% |
| 6M | -14.1% | +37.7% | -51.8% | -16.8% |
| YTD | -9.4% | +33.1% | -42.5% | -12.1% |
| 1Y | -4.1% | +52.4% | -56.5% | -8.2% |
| 3Y | +10.3% | +163.8% | -153.5% | -1.0% |
| 5Y | -19.7% | +198.5% | -218.2% | -29.4% |
| 10Y | -7.0% | +386.9% | -393.9% | -16.5% |
| All | -7.0% | +378.5% | -385.5% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling