+291.9%
AA vs TSN
+890.5%
-598.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.9% |
| 7D | -0.7% | -6.3% | +5.6% | +1.3% |
| 30D | +5.0% | -10.8% | +15.8% | +8.7% |
| 3M | -35.8% | -8.8% | -27.1% | -34.4% |
| 6M | -18.4% | -16.8% | -1.6% | -14.5% |
| YTD | -5.5% | -10.0% | +4.5% | -3.7% |
| 1Y | +61.0% | -5.3% | +66.2% | +60.7% |
| 3Y | +66.2% | +8.5% | +57.7% | +56.9% |
| 5Y | +11.4% | -22.9% | +34.3% | +16.7% |
| 10Y | +116.9% | -12.6% | +129.5% | +113.7% |
| All | +291.9% | +890.5% | -598.6% | +61.6% |
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 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