-23.7%
ACI vs TSN
+12.4%
-36.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | +2.3% | -1.4% | +3.7% | +2.6% |
| 30D | +1.2% | +8.5% | -7.2% | -0.3% |
| 3M | +6.8% | +5.3% | +1.5% | +5.5% |
| 6M | -18.7% | -10.5% | -8.2% | -18.9% |
| YTD | -20.2% | +3.0% | -23.2% | -22.4% |
| 1Y | -23.7% | +12.1% | -35.9% | -26.2% |
| All | -23.7% | +12.4% | -36.1% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling