-43.6%
ACI vs TSN
+13.0%
-56.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.6% |
| 7D | -2.6% | -5.0% | +2.5% | -1.8% |
| 30D | +1.1% | -9.1% | +10.2% | +2.7% |
| 3M | -23.6% | -7.4% | -16.2% | -22.7% |
| 6M | -29.9% | -13.4% | -16.6% | -28.5% |
| YTD | -26.9% | -8.5% | -18.4% | -26.3% |
| 1Y | -34.2% | -3.2% | -31.1% | -34.5% |
| 3Y | -43.6% | +11.5% | -55.1% | -46.2% |
| All | -43.6% | +13.0% | -56.6% | -46.2% |
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 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 · 6 months rolling