+9.7%
TSN vs EXEL
+166.7%
-157.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.3% | +8.4% | -14.7% | -6.8% |
| 30D | -10.8% | +4.1% | -14.9% | -11.1% |
| 3M | -8.8% | +12.4% | -21.2% | -9.5% |
| 6M | -16.8% | +41.5% | -58.4% | -18.8% |
| YTD | -10.0% | +34.6% | -44.6% | -11.9% |
| 1Y | -5.3% | +57.9% | -63.1% | -8.4% |
| All | +9.7% | +166.7% | -157.0% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling