+134.5%
AFL vs TSN
-18.6%
+153.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.3% | +1.4% | -4.6% | -3.6% |
| 30D | -5.0% | -6.2% | +1.2% | -3.7% |
| 3M | -1.8% | -5.7% | +3.9% | -0.7% |
| 6M | +4.8% | -11.4% | +16.2% | +7.2% |
| YTD | +5.4% | -8.2% | +13.6% | +6.7% |
| 1Y | +9.0% | -2.0% | +11.0% | +8.3% |
| 3Y | +63.0% | +11.9% | +51.2% | +55.4% |
| 5Y | +134.5% | -17.8% | +152.3% | +141.3% |
| All | +134.5% | -18.6% | +153.1% | +141.3% |
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