+50.7%
LLY vs TSN
-3.8%
+54.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -3.1% | -7.3% | +4.2% | -2.7% |
| 30D | -8.6% | -8.6% | 0.0% | -8.2% |
| 3M | -1.6% | -7.5% | +5.9% | -1.1% |
| 6M | +11.8% | -14.1% | +26.0% | +12.1% |
| YTD | +5.1% | -9.4% | +14.5% | +4.6% |
| 1Y | +50.7% | -4.1% | +54.8% | +52.9% |
| All | +50.7% | -3.8% | +54.6% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling