+132.3%
AA vs TSN
-9.4%
+141.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.5% |
| 7D | -0.6% | -7.3% | +6.7% | +2.5% |
| 30D | -1.6% | -8.6% | +7.1% | +2.2% |
| 3M | -29.8% | -7.5% | -22.3% | -28.0% |
| 6M | -16.6% | -14.1% | -2.5% | -12.4% |
| YTD | -4.0% | -9.4% | +5.4% | -2.2% |
| 1Y | +63.5% | -4.1% | +67.6% | +61.2% |
| 3Y | +86.8% | +10.3% | +76.4% | +67.3% |
| 5Y | +12.4% | -19.7% | +32.1% | +16.8% |
| 10Y | +132.3% | -7.0% | +139.3% | +110.6% |
| All | +132.3% | -9.4% | +141.8% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling