+2,214.6%
AEP vs TSN
+890.5%
+1,324.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.8% | -6.3% | +8.1% | +2.7% |
| 30D | -0.8% | -10.8% | +10.0% | +0.8% |
| 3M | -1.8% | -8.8% | +6.9% | -0.7% |
| 6M | -5.4% | -16.8% | +11.5% | -3.0% |
| YTD | +10.4% | -10.0% | +20.4% | +11.8% |
| 1Y | +18.2% | -5.3% | +23.4% | +18.5% |
| 3Y | +79.0% | +8.5% | +70.4% | +75.3% |
| 5Y | +64.8% | -22.9% | +87.8% | +68.4% |
| 10Y | +170.8% | -12.6% | +183.5% | +164.6% |
| All | +2,214.6% | +890.5% | +1,324.2% | +1,326.2% |
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