+299.9%
AEM vs TSN
-18.6%
+318.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.1% |
| 7D | -5.0% | +1.4% | -6.4% | -5.3% |
| 30D | +8.5% | -6.2% | +14.6% | +9.5% |
| 3M | +29.3% | -5.7% | +34.9% | +30.1% |
| 6M | -12.9% | -11.4% | -1.6% | -11.5% |
| YTD | +16.8% | -8.2% | +24.9% | +17.9% |
| 1Y | +29.8% | -2.0% | +31.8% | +29.6% |
| 3Y | +336.7% | +11.9% | +324.9% | +319.5% |
| 5Y | +299.9% | -17.8% | +317.7% | +283.8% |
| All | +299.9% | -18.6% | +318.6% | +283.8% |
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