+37.8%
LIN vs TSN
+43.3%
-5.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.6% | +6.9% | -3.3% | +2.7% |
| 30D | +6.4% | +15.7% | -9.3% | +4.4% |
| 3M | +6.5% | +4.3% | +2.2% | +5.8% |
| 6M | +4.9% | -10.6% | +15.5% | +6.1% |
| YTD | +23.4% | +5.2% | +18.2% | +21.7% |
| 1Y | +26.3% | +18.7% | +7.6% | +21.9% |
| All | +37.8% | +43.3% | -5.5% | +40.7% |
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