+1,018.6%
ILMN vs TSN
+884.0%
+134.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -9.7% | +4.6% | -14.3% | -10.7% |
| 30D | -20.4% | +15.4% | -35.8% | -23.2% |
| 3M | +10.0% | +2.9% | +7.1% | +8.8% |
| 6M | +49.5% | -10.8% | +60.3% | +52.2% |
| YTD | +62.5% | +4.5% | +58.0% | +58.8% |
| 1Y | +76.0% | +19.5% | +56.5% | +66.4% |
| 3Y | +94.2% | +42.2% | +52.0% | +74.6% |
| 5Y | -46.3% | -14.2% | -32.1% | -46.1% |
| 10Y | +62.7% | +15.4% | +47.4% | +47.0% |
| All | +1,018.6% | +884.0% | +134.7% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling