+562.5%
LITE vs TSN
-14.8%
+577.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.4% |
| 7D | +10.8% | -1.4% | +12.2% | +10.9% |
| 30D | -33.4% | +8.5% | -41.9% | -34.2% |
| 3M | -32.2% | +5.3% | -37.5% | -32.7% |
| 6M | -42.1% | -10.5% | -31.6% | -41.0% |
| YTD | +61.9% | +3.0% | +58.9% | +59.7% |
| 1Y | +163.0% | +12.1% | +150.9% | +154.6% |
| 3Y | +1,358.0% | +43.1% | +1,314.9% | +1,138.8% |
| All | +562.5% | -14.8% | +577.3% | +608.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling