+18.7%
TSN vs LUMN
-62.6%
+81.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.0% | +11.1% | 0.0% |
| 7D | +6.9% | -16.9% | +23.8% | +6.6% |
| 30D | +15.7% | -32.7% | +48.3% | +15.2% |
| 3M | +4.3% | -34.5% | +38.8% | +3.9% |
| 6M | -10.6% | -56.9% | +46.3% | -10.9% |
| YTD | +5.2% | -48.8% | +54.0% | +5.7% |
| 1Y | +18.7% | -63.4% | +82.0% | +17.9% |
| All | +18.7% | -62.6% | +81.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling