+669.7%
TSN vs EXEL
+273.2%
+396.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.3% | +8.4% | -14.7% | -7.0% |
| 30D | -10.8% | +4.1% | -14.9% | -11.2% |
| 3M | -8.8% | +12.4% | -21.2% | -9.8% |
| 6M | -16.8% | +41.5% | -58.4% | -19.7% |
| YTD | -10.0% | +34.6% | -44.6% | -12.8% |
| 1Y | -5.3% | +57.9% | -63.1% | -9.8% |
| 3Y | +8.5% | +159.5% | -151.0% | -2.6% |
| 5Y | -22.9% | +198.5% | -221.4% | -32.3% |
| 10Y | -12.6% | +411.4% | -424.0% | -30.9% |
| All | +669.7% | +273.2% | +396.5% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling