+19,143.8%
AFL vs TSN
+890.5%
+18,253.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.6% | -6.3% | +6.9% | +2.4% |
| 30D | -6.2% | -10.8% | +4.6% | -3.1% |
| 3M | +2.2% | -8.8% | +10.9% | +4.7% |
| 6M | +5.3% | -16.8% | +22.1% | +10.4% |
| YTD | +8.0% | -10.0% | +17.9% | +10.4% |
| 1Y | +10.2% | -5.3% | +15.5% | +10.8% |
| 3Y | +67.1% | +8.5% | +58.5% | +59.1% |
| 5Y | +135.6% | -22.9% | +158.5% | +144.8% |
| 10Y | +299.4% | -12.6% | +312.0% | +288.6% |
| All | +19,143.8% | +890.5% | +18,253.4% | +7,616.1% |
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