+2,006.3%
LLY vs TSN
+13.2%
+1,993.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +0.1% | +4.9% | -4.8% | -0.5% |
| 30D | +19.7% | +12.1% | +7.7% | +18.2% |
| 3M | +19.3% | +4.1% | +15.1% | +18.6% |
| 6M | +49.3% | -10.9% | +60.2% | +51.1% |
| YTD | +32.0% | +4.8% | +27.2% | +30.7% |
| 1Y | +53.7% | +17.6% | +36.1% | +50.0% |
| 3Y | +143.7% | +43.2% | +100.5% | +130.4% |
| 5Y | +463.9% | -13.9% | +477.8% | +468.5% |
| 10Y | +2,006.3% | +11.8% | +1,994.5% | +1,933.7% |
| All | +2,006.3% | +13.2% | +1,993.2% | +1,933.7% |
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 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