+3,119.8%
AEM vs TSN
+1,033.0%
+2,086.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -6.8% | -1.4% | -5.4% | -6.7% |
| 30D | +0.8% | +8.5% | -7.7% | -0.1% |
| 3M | -0.8% | +5.3% | -6.1% | -1.5% |
| 6M | -8.5% | -10.5% | +2.0% | -7.6% |
| YTD | +5.9% | +3.0% | +3.0% | +5.3% |
| 1Y | +6.6% | +12.1% | -5.5% | +5.0% |
| 3Y | +302.2% | +43.1% | +259.1% | +284.4% |
| 5Y | +250.8% | -15.1% | +265.9% | +252.0% |
| 10Y | +406.1% | +14.8% | +391.3% | +382.0% |
| All | +3,119.8% | +1,033.0% | +2,086.8% | +3,038.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling