+228.8%
AA vs TSN
+1,053.2%
-824.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.7% |
| 7D | +4.8% | +4.9% | -0.1% | +3.2% |
| 30D | -0.6% | +12.1% | -12.7% | -4.3% |
| 3M | -16.3% | +4.1% | -20.4% | -17.6% |
| 6M | -33.4% | -10.9% | -22.5% | -31.7% |
| YTD | -20.7% | +4.8% | -25.5% | -23.2% |
| 1Y | +12.9% | +17.6% | -4.7% | +5.3% |
| 3Y | +75.7% | +43.2% | +32.5% | +51.4% |
| 5Y | -6.8% | -13.9% | +7.1% | -5.9% |
| 10Y | +53.6% | +11.8% | +41.8% | +40.5% |
| All | +228.8% | +1,053.2% | -824.4% | +28.9% |
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