+431.5%
LIN vs TSN
+14.5%
+417.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.1% | -1.4% | +3.5% | +2.4% |
| 30D | +6.8% | +8.5% | -1.7% | +4.8% |
| 3M | +10.4% | +5.3% | +5.1% | +8.9% |
| 6M | +3.2% | -10.5% | +13.7% | +5.5% |
| YTD | +24.6% | +3.0% | +21.6% | +22.7% |
| 1Y | +24.4% | +12.1% | +12.3% | +19.9% |
| 3Y | +36.7% | +43.1% | -6.4% | +22.7% |
| 5Y | +67.0% | -15.1% | +82.1% | +69.6% |
| All | +431.5% | +14.5% | +417.0% | +401.0% |
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