+427.9%
LIN vs TSN
+15.3%
+412.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.2% | -1.4% | +1.7% | +0.6% |
| 30D | +6.2% | +10.2% | -4.0% | +3.8% |
| 3M | +9.3% | +7.2% | +2.2% | +7.5% |
| 6M | +4.4% | -10.6% | +15.0% | +6.7% |
| YTD | +23.7% | +3.7% | +20.0% | +21.7% |
| 1Y | +23.5% | +13.5% | +10.0% | +18.6% |
| 3Y | +35.8% | +40.1% | -4.3% | +22.5% |
| 5Y | +65.9% | -14.5% | +80.3% | +68.1% |
| All | +427.9% | +15.3% | +412.5% | +396.8% |
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 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