-9.5%
LVS vs TSN
+41.9%
-51.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | +10.0% | +8.5% | +1.5% | +8.3% |
| 3M | -11.0% | +5.3% | -16.3% | -11.9% |
| 6M | -20.1% | -10.5% | -9.7% | -18.7% |
| YTD | -36.3% | +3.0% | -39.3% | -37.5% |
| 1Y | -36.8% | +12.1% | -49.0% | -39.5% |
| 3Y | -9.5% | +43.1% | -52.7% | -22.4% |
| All | -9.5% | +41.9% | -51.5% | -22.4% |
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