-65.3%
AAOX vs TSN
-10.7%
-54.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.7% | +9.5% | +13.4% |
| 7D | +15.2% | -5.0% | +20.3% | +6.6% |
| 30D | -40.3% | -9.1% | -31.3% | -50.2% |
| 3M | -81.2% | -7.4% | -73.7% | -82.6% |
| All | -65.3% | -10.7% | -54.6% | -69.8% |
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 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 · Available span rolling