-24.7%
ACN vs TSN
-5.8%
-18.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.2% |
| 7D | -1.5% | -6.3% | +4.8% | -0.8% |
| 30D | +9.4% | -10.8% | +20.2% | +11.2% |
| 3M | +5.6% | -8.8% | +14.4% | +6.9% |
| 6M | -9.3% | -16.8% | +7.6% | -8.0% |
| YTD | -29.0% | -10.0% | -19.0% | -27.6% |
| 1Y | -24.7% | -5.3% | -19.4% | -21.5% |
| All | -24.7% | -5.8% | -18.9% | -21.5% |
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 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