-70.2%
AAOX vs TSN
-10.4%
-59.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.4% | -9.9% | -6.6% |
| 7D | +5.4% | +1.4% | +4.1% | +7.2% |
| 30D | -47.7% | -6.2% | -41.6% | -53.3% |
| 3M | -78.6% | -5.7% | -73.0% | -79.5% |
| All | -70.2% | -10.4% | -59.8% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling