-19.5%
TSN vs EXEL
+195.7%
-215.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.9% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | -9.1% | +6.7% | -15.7% | -9.7% |
| 3M | -7.4% | +11.5% | -18.9% | -8.5% |
| 6M | -13.4% | +38.8% | -52.2% | -16.5% |
| YTD | -8.5% | +31.6% | -40.1% | -11.4% |
| 1Y | -3.2% | +53.0% | -56.2% | -8.1% |
| 3Y | +11.5% | +160.8% | -149.3% | -3.7% |
| 5Y | -19.5% | +190.1% | -209.6% | -32.1% |
| All | -19.5% | +195.7% | -215.3% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling