+361.0%
LIN vs TSN
-11.8%
+372.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.1% | -6.3% | +4.2% | -0.7% |
| 30D | -2.4% | -10.8% | +8.4% | 0.0% |
| 3M | -5.6% | -8.8% | +3.2% | -3.8% |
| 6M | -3.4% | -16.8% | +13.4% | +0.2% |
| YTD | +13.1% | -10.0% | +23.1% | +15.0% |
| 1Y | +2.5% | -5.3% | +7.7% | +2.7% |
| 3Y | +27.6% | +8.5% | +19.1% | +22.4% |
| 5Y | +63.0% | -22.9% | +86.0% | +68.9% |
| All | +361.0% | -11.8% | +372.8% | +356.1% |
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 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