-59.6%
ACHR vs TSN
+8.0%
-67.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.8% |
| 7D | -9.2% | -1.4% | -7.8% | -8.9% |
| 30D | -1.0% | +8.5% | -9.5% | -2.9% |
| 3M | -42.2% | +5.3% | -47.5% | -43.0% |
| 6M | -38.2% | -10.5% | -27.7% | -36.7% |
| YTD | -46.4% | +3.0% | -49.4% | -47.7% |
| 1Y | -49.4% | +12.1% | -61.5% | -52.1% |
| 3Y | -22.5% | +43.1% | -65.6% | -34.5% |
| 5Y | -29.8% | -15.1% | -14.7% | -27.9% |
| All | -59.6% | +8.0% | -67.6% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling