+47.8%
AA vs TSN
+17.5%
+30.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -1.3% | +11.8% | -13.0% | -6.2% |
| 3M | -23.9% | +7.1% | -31.0% | -26.5% |
| 6M | -36.8% | -9.2% | -27.6% | -34.9% |
| YTD | -22.2% | +4.8% | -27.0% | -25.9% |
| 1Y | +10.4% | +11.6% | -1.3% | +1.8% |
| 3Y | +72.0% | +41.5% | +30.5% | +35.7% |
| 5Y | -15.6% | -15.5% | -0.1% | -13.8% |
| 10Y | +47.8% | +16.9% | +30.9% | +23.8% |
| All | +47.8% | +17.5% | +30.3% | +23.8% |
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