+218.1%
AA vs TSN
+1,041.5%
-823.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +5.3% | -1.4% | +6.7% | +5.7% |
| 30D | -2.3% | +10.2% | -12.4% | -5.4% |
| 3M | -20.8% | +7.2% | -28.0% | -22.8% |
| 6M | -39.8% | -10.6% | -29.2% | -38.3% |
| YTD | -23.3% | +3.7% | -27.0% | -25.5% |
| 1Y | +1.8% | +13.5% | -11.6% | -3.9% |
| 3Y | +69.5% | +40.1% | +29.4% | +47.1% |
| 5Y | -18.0% | -14.5% | -3.5% | -17.0% |
| 10Y | +45.7% | +15.7% | +30.0% | +32.1% |
| All | +218.1% | +1,041.5% | -823.4% | +25.1% |
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 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