-40.6%
ACI vs TSN
-13.7%
-26.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -0.6% | +5.8% | -6.4% | -1.8% |
| 30D | +9.5% | +12.8% | -3.3% | +6.9% |
| 3M | +10.1% | +6.5% | +3.6% | +8.6% |
| 6M | -15.4% | -10.3% | -5.1% | -14.0% |
| YTD | -19.5% | +5.5% | -25.1% | -21.0% |
| 1Y | -21.0% | +15.8% | -36.8% | -23.9% |
| 3Y | -31.2% | +42.5% | -73.7% | -37.1% |
| 5Y | -40.6% | -14.3% | -26.2% | -38.7% |
| All | -40.6% | -13.7% | -26.8% | -38.7% |
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