-45.3%
ACHR vs TSN
-3.7%
-41.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -5.4% | +1.4% | -6.7% | -5.7% |
| 30D | -19.7% | -6.2% | -13.6% | -18.6% |
| 3M | +7.9% | -5.7% | +13.6% | +8.9% |
| 6M | -13.8% | -11.4% | -2.4% | -12.4% |
| YTD | -27.5% | -8.2% | -19.4% | -27.3% |
| 1Y | -33.9% | -2.0% | -31.9% | -35.3% |
| 3Y | -20.0% | +11.9% | -31.8% | -27.2% |
| 5Y | -44.0% | -17.8% | -26.2% | -40.5% |
| All | -45.3% | -3.7% | -41.7% | -42.1% |
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 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