-42.4%
ACI vs TSN
-20.8%
-21.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.6% |
| 7D | -2.6% | -5.0% | +2.5% | -1.6% |
| 30D | +1.1% | -9.1% | +10.2% | +3.0% |
| 3M | -23.6% | -7.4% | -16.2% | -22.5% |
| 6M | -29.9% | -13.4% | -16.6% | -28.2% |
| YTD | -26.9% | -8.5% | -18.4% | -26.0% |
| 1Y | -34.2% | -3.2% | -31.1% | -34.4% |
| 3Y | -43.6% | +11.5% | -55.1% | -46.1% |
| 5Y | -42.4% | -19.5% | -22.9% | -45.5% |
| All | -42.4% | -20.8% | -21.6% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling