+61.0%
AA vs TSN
-5.8%
+66.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.2% |
| 7D | -0.7% | -6.3% | +5.6% | -1.6% |
| 30D | +5.0% | -10.8% | +15.8% | +3.2% |
| 3M | -35.8% | -8.8% | -27.1% | -36.5% |
| 6M | -18.4% | -16.8% | -1.6% | -20.6% |
| YTD | -5.5% | -10.0% | +4.5% | -6.8% |
| 1Y | +61.0% | -5.3% | +66.2% | +61.1% |
| All | +61.0% | -5.8% | +66.8% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling