+129.3%
ILMN vs TSN
+41.9%
+87.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -2.9% | -1.4% | -1.4% | -2.7% |
| 30D | -23.8% | +8.5% | -32.3% | -24.7% |
| 3M | +7.5% | +5.3% | +2.2% | +6.7% |
| 6M | +42.8% | -10.5% | +53.3% | +46.2% |
| YTD | +57.8% | +3.0% | +54.9% | +55.2% |
| 1Y | +72.6% | +12.1% | +60.5% | +65.3% |
| 3Y | +129.3% | +43.1% | +86.2% | +65.8% |
| All | +129.3% | +41.9% | +87.4% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling