+33.4%
AG vs TSN
+19.9%
+13.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.4% | +3.8% | +7.7% |
| 7D | -2.6% | +8.4% | -11.0% | -4.5% |
| 30D | -12.1% | +16.1% | -28.2% | -15.4% |
| 3M | -6.6% | +3.2% | -9.7% | -7.3% |
| 6M | -20.5% | -11.1% | -9.3% | -14.9% |
| YTD | -7.4% | +5.1% | -12.5% | -11.4% |
| 1Y | +33.4% | +19.4% | +14.0% | +15.5% |
| All | +33.4% | +19.9% | +13.5% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling