+104.7%
LLY vs TSN
+10.8%
+93.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.1% | -6.3% | +4.2% | -1.9% |
| 30D | -1.6% | -10.8% | +9.2% | -1.1% |
| 3M | +2.3% | -8.8% | +11.0% | +2.7% |
| 6M | +14.9% | -16.8% | +31.7% | +15.7% |
| YTD | +7.5% | -10.0% | +17.5% | +7.7% |
| 1Y | +55.7% | -5.3% | +60.9% | +55.1% |
| All | +104.7% | +10.8% | +93.9% | +103.8% |
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 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