+93.9%
ILMN vs TSN
+19.9%
+73.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.4% | -10.3% | -4.0% |
| 7D | -21.6% | +8.4% | -30.0% | -20.6% |
| 30D | -22.9% | +16.1% | -39.0% | -21.5% |
| 3M | +11.6% | +3.2% | +8.4% | +12.9% |
| 6M | +62.5% | -11.1% | +73.7% | +66.9% |
| YTD | +72.7% | +5.1% | +67.6% | +74.2% |
| 1Y | +93.9% | +19.4% | +74.4% | +87.9% |
| All | +93.9% | +19.9% | +73.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling