+639.9%
LYB vs TSN
+267.9%
+372.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -0.7% | +1.4% | -2.1% | -1.3% |
| 30D | +1.5% | -6.2% | +7.7% | +4.3% |
| 3M | -0.3% | -5.7% | +5.4% | +1.6% |
| 6M | +0.1% | -11.4% | +11.4% | +3.9% |
| YTD | +53.4% | -8.2% | +61.6% | +56.2% |
| 1Y | +25.6% | -2.0% | +27.7% | +24.1% |
| 3Y | -21.3% | +11.9% | -33.2% | -28.0% |
| 5Y | -2.4% | -17.8% | +15.3% | +0.3% |
| 10Y | +48.8% | -5.7% | +54.5% | +37.9% |
| All | +639.9% | +267.9% | +372.0% | +262.1% |
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