+3,594.0%
AEM vs TSN
+890.5%
+2,703.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.5% | -6.3% | +5.8% | +0.1% |
| 30D | +24.0% | -10.8% | +34.8% | +25.4% |
| 3M | +16.1% | -8.8% | +24.8% | +17.0% |
| 6M | -11.6% | -16.8% | +5.2% | -10.1% |
| YTD | +21.5% | -10.0% | +31.5% | +22.6% |
| 1Y | +39.2% | -5.3% | +44.4% | +39.6% |
| 3Y | +347.4% | +8.5% | +338.9% | +340.3% |
| 5Y | +290.1% | -22.9% | +313.1% | +295.6% |
| 10Y | +357.8% | -12.6% | +370.4% | +348.4% |
| All | +3,594.0% | +890.5% | +2,703.5% | +3,553.1% |
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