+20,705.6%
LLY vs TSN
+1,049.6%
+19,656.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.5% | +4.6% | -9.1% | -5.2% |
| 30D | +13.9% | +15.4% | -1.5% | +11.4% |
| 3M | +13.8% | +2.9% | +10.9% | +13.1% |
| 6M | +37.6% | -10.8% | +48.4% | +39.6% |
| YTD | +26.6% | +4.5% | +22.1% | +25.1% |
| 1Y | +45.3% | +19.5% | +25.8% | +40.5% |
| 3Y | +132.2% | +42.2% | +90.0% | +116.5% |
| 5Y | +434.7% | -14.2% | +448.9% | +435.1% |
| 10Y | +2,084.3% | +15.4% | +2,068.9% | +1,915.2% |
| All | +20,705.6% | +1,049.6% | +19,656.1% | +10,439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling