+372.0%
LLY vs TSN
-22.4%
+394.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | -6.3% | +4.2% | -1.6% |
| 30D | -1.6% | -10.8% | +9.2% | -0.7% |
| 3M | +2.3% | -8.8% | +11.0% | +3.0% |
| 6M | +14.9% | -16.8% | +31.7% | +16.5% |
| YTD | +7.5% | -10.0% | +17.5% | +8.0% |
| 1Y | +55.7% | -5.3% | +60.9% | +55.5% |
| 3Y | +110.6% | +8.5% | +102.1% | +106.6% |
| All | +372.0% | -22.4% | +394.4% | +381.9% |
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 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