+1,103.8%
LITE vs TSN
+43.3%
+1,060.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.1% | -18.8% | -18.7% |
| 7D | -44.6% | +6.9% | -51.4% | -43.9% |
| 30D | -55.0% | +15.7% | -70.7% | -54.0% |
| 3M | -38.3% | +4.3% | -42.6% | -37.7% |
| 6M | -48.8% | -10.6% | -38.1% | -48.4% |
| YTD | +38.3% | +5.2% | +33.1% | +40.7% |
| 1Y | +119.0% | +18.7% | +100.3% | +123.9% |
| All | +1,103.8% | +43.3% | +1,060.5% | +953.4% |
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