+802.4%
TSN vs EXEL
+346.4%
+456.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +5.8% | -2.4% | +8.2% | +6.1% |
| 30D | +12.8% | +17.9% | -5.1% | +11.1% |
| 3M | +6.5% | +33.3% | -26.8% | +3.5% |
| 6M | -10.3% | +46.6% | -56.8% | -13.6% |
| YTD | +5.5% | +61.0% | -55.5% | +0.5% |
| 1Y | +15.8% | +70.4% | -54.7% | +9.6% |
| 3Y | +42.5% | +236.1% | -193.6% | +24.9% |
| 5Y | -14.3% | +284.8% | -299.2% | -26.5% |
| 10Y | +18.2% | +348.4% | -330.2% | -4.8% |
| All | +802.4% | +346.4% | +456.1% | +431.6% |
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