+27.6%
ILMN vs TSN
-9.5%
+37.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | +1.9% | -5.0% | +6.9% | +3.1% |
| 30D | +12.3% | -9.1% | +21.4% | +14.9% |
| 3M | +33.5% | -7.4% | +41.0% | +35.6% |
| 6M | +69.4% | -13.4% | +82.7% | +73.9% |
| YTD | +60.9% | -8.5% | +69.4% | +62.6% |
| 1Y | +115.0% | -3.2% | +118.2% | +113.3% |
| 3Y | +37.0% | +11.5% | +25.5% | +28.6% |
| 5Y | -53.1% | -19.5% | -33.6% | -52.2% |
| 10Y | +27.6% | -9.1% | +36.7% | +20.2% |
| All | +27.6% | -9.5% | +37.1% | +20.2% |
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