-7.4%
LVS vs TSN
+11.8%
-19.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | -4.3% | +1.4% | -5.6% | -4.5% |
| 30D | -6.8% | -6.2% | -0.7% | -5.8% |
| 3M | -15.6% | -5.7% | -10.0% | -14.8% |
| 6M | -20.6% | -11.4% | -9.2% | -19.5% |
| YTD | -33.4% | -8.2% | -25.2% | -33.2% |
| 1Y | -20.1% | -2.0% | -18.1% | -21.4% |
| All | -7.4% | +11.8% | -19.3% | -18.0% |
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