+151.4%
ACN vs TSN
+17.5%
+133.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | +19.0% | +11.8% | +7.2% | +15.6% |
| 3M | +42.2% | +7.1% | +35.1% | +39.3% |
| 6M | +50.1% | -9.2% | +59.3% | +53.6% |
| YTD | -2.7% | +4.8% | -7.5% | -4.6% |
| 1Y | +7.6% | +11.6% | -4.1% | +3.5% |
| 3Y | -15.9% | +41.5% | -57.4% | -25.5% |
| 5Y | -24.4% | -15.5% | -8.8% | -22.9% |
| 10Y | +151.4% | +16.9% | +134.5% | +127.7% |
| All | +151.4% | +17.5% | +133.9% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling