+1,545.2%
LLY vs TSN
-9.5%
+1,554.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -3.1% | -5.0% | +1.9% | -2.6% |
| 30D | -5.1% | -9.1% | +4.0% | -4.1% |
| 3M | -2.1% | -7.4% | +5.4% | -1.3% |
| 6M | +13.8% | -13.4% | +27.2% | +15.4% |
| YTD | +5.1% | -8.5% | +13.6% | +5.7% |
| 1Y | +53.1% | -3.2% | +56.3% | +52.9% |
| 3Y | +95.6% | +11.5% | +84.1% | +90.7% |
| 5Y | +361.5% | -19.5% | +381.0% | +368.2% |
| 10Y | +1,545.2% | -9.1% | +1,554.3% | +1,518.6% |
| All | +1,545.2% | -9.5% | +1,554.7% | +1,518.6% |
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