+70.5%
ILMN vs TSN
+13.2%
+57.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -2.6% | +4.9% | -7.4% | -3.8% |
| 30D | -20.6% | +12.1% | -32.7% | -23.1% |
| 3M | +17.5% | +4.1% | +13.3% | +15.7% |
| 6M | +55.6% | -10.9% | +66.5% | +59.2% |
| YTD | +68.3% | +4.8% | +63.5% | +63.7% |
| 1Y | +81.1% | +17.6% | +63.5% | +70.1% |
| 3Y | +112.2% | +43.2% | +68.9% | +85.3% |
| 5Y | -42.6% | -13.9% | -28.7% | -42.5% |
| 10Y | +70.5% | +11.8% | +58.6% | +51.2% |
| All | +70.5% | +13.2% | +57.3% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling