+282.7%
AG vs TSN
+10.3%
+272.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -0.1% | -7.3% | +7.2% | +0.9% |
| 30D | +12.5% | -8.6% | +21.1% | +13.9% |
| 3M | +28.2% | -7.5% | +35.7% | +29.4% |
| 6M | -18.8% | -14.1% | -4.7% | -17.4% |
| YTD | +27.4% | -9.4% | +36.8% | +28.8% |
| 1Y | +132.2% | -4.1% | +136.3% | +132.9% |
| All | +282.7% | +10.3% | +272.4% | +246.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling