+343.5%
AEM vs TSN
+10.3%
+333.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.0% | -7.3% | +10.3% | +4.0% |
| 30D | +12.5% | -8.6% | +21.1% | +13.8% |
| 3M | +26.9% | -7.5% | +34.5% | +28.0% |
| 6M | -9.4% | -14.1% | +4.7% | -7.7% |
| YTD | +20.3% | -9.4% | +29.7% | +21.7% |
| 1Y | +33.8% | -4.1% | +37.9% | +34.1% |
| All | +343.5% | +10.3% | +333.2% | +325.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling