-3.3%
LVS vs TSN
-4.9%
+1.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -3.5% | +3.0% | -6.5% | -4.5% |
| 30D | -6.2% | -4.2% | -2.1% | -4.9% |
| 3M | -14.8% | -3.9% | -10.9% | -13.9% |
| 6M | -20.9% | -9.8% | -11.0% | -18.8% |
| YTD | -33.0% | -7.3% | -25.8% | -32.2% |
| 1Y | -20.0% | -2.2% | -17.8% | -21.0% |
| 3Y | -6.9% | +11.9% | -18.8% | -14.2% |
| 5Y | +9.1% | -16.9% | +26.0% | +12.0% |
| All | -3.3% | -4.9% | +1.6% | -11.8% |
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