+61.6%
AG vs TSN
-4.9%
+66.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | -6.7% | +3.0% | -9.8% | -7.4% |
| 30D | +2.2% | -4.2% | +6.4% | +3.1% |
| 3M | +15.7% | -3.9% | +19.6% | +16.4% |
| 6M | -23.8% | -9.8% | -14.0% | -22.5% |
| YTD | +17.6% | -7.3% | +24.9% | +19.0% |
| 1Y | +88.6% | -2.2% | +90.8% | +87.9% |
| 3Y | +253.4% | +11.9% | +241.5% | +234.5% |
| 5Y | +62.4% | -16.9% | +79.4% | +65.5% |
| All | +61.6% | -4.9% | +66.6% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling