+115.0%
ILMN vs TSN
-3.0%
+117.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.2% |
| 7D | +1.9% | -5.0% | +6.9% | +1.5% |
| 30D | +12.3% | -9.1% | +21.4% | +11.7% |
| 3M | +33.5% | -7.4% | +41.0% | +33.0% |
| 6M | +69.4% | -13.4% | +82.7% | +67.5% |
| YTD | +60.9% | -8.5% | +69.4% | +59.8% |
| 1Y | +115.0% | -3.2% | +118.2% | +111.2% |
| All | +115.0% | -3.0% | +117.9% | +111.2% |
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 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