+114.1%
AG vs TSN
-2.3%
+116.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.1% |
| 7D | -5.8% | +1.4% | -7.1% | -6.0% |
| 30D | +6.4% | -6.2% | +12.5% | +7.5% |
| 3M | +28.4% | -5.7% | +34.0% | +29.4% |
| 6M | -24.5% | -11.4% | -13.1% | -24.3% |
| YTD | +21.2% | -8.2% | +29.4% | +22.3% |
| 1Y | +114.1% | -2.0% | +116.1% | +103.1% |
| All | +114.1% | -2.3% | +116.4% | +103.1% |
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 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