-42.9%
ACN vs TSN
-20.8%
-22.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -4.8% | -5.0% | +0.2% | -3.8% |
| 30D | +1.9% | -9.1% | +11.0% | +4.0% |
| 3M | +3.9% | -7.4% | +11.3% | +5.6% |
| 6M | -15.0% | -13.4% | -1.6% | -12.6% |
| YTD | -31.9% | -8.5% | -23.4% | -30.9% |
| 1Y | -28.5% | -3.2% | -25.3% | -28.7% |
| 3Y | -41.9% | +11.5% | -53.4% | -45.2% |
| 5Y | -42.9% | -19.5% | -23.3% | -36.4% |
| All | -42.9% | -20.8% | -22.1% | -36.4% |
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