+550.0%
LNG vs TSN
-4.9%
+554.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.7% | +3.0% | -7.7% | -5.3% |
| 30D | +3.8% | -4.2% | +8.0% | +4.7% |
| 3M | +16.2% | -3.9% | +20.1% | +16.7% |
| 6M | +11.7% | -9.8% | +21.5% | +13.5% |
| YTD | +44.2% | -7.3% | +51.5% | +45.4% |
| 1Y | +18.6% | -2.2% | +20.8% | +17.8% |
| 3Y | +77.4% | +11.9% | +65.5% | +68.3% |
| 5Y | +232.3% | -16.9% | +249.2% | +235.8% |
| All | +550.0% | -4.9% | +554.9% | +497.8% |
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 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