+88.5%
ACN vs TSN
-9.4%
+98.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -6.3% | -7.3% | +1.0% | -4.6% |
| 30D | -1.4% | -8.6% | +7.3% | +0.8% |
| 3M | +2.6% | -7.5% | +10.1% | +4.6% |
| 6M | -14.3% | -14.1% | -0.2% | -11.3% |
| YTD | -33.1% | -9.4% | -23.7% | -31.8% |
| 1Y | -28.8% | -4.1% | -24.7% | -28.7% |
| 3Y | -43.0% | +10.3% | -53.3% | -45.9% |
| 5Y | -44.0% | -19.7% | -24.3% | -42.3% |
| 10Y | +88.5% | -7.0% | +95.5% | +79.2% |
| All | +88.5% | -9.4% | +98.0% | +79.2% |
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 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