+72.8%
AG vs TSN
-20.2%
+93.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -0.1% | -7.3% | +7.2% | +1.7% |
| 30D | +12.5% | -8.6% | +21.1% | +14.9% |
| 3M | +28.2% | -7.5% | +35.7% | +30.2% |
| 6M | -18.8% | -14.1% | -4.7% | -16.4% |
| YTD | +27.4% | -9.4% | +36.8% | +29.5% |
| 1Y | +132.2% | -4.1% | +136.3% | +132.2% |
| 3Y | +286.9% | +10.3% | +276.5% | +259.6% |
| 5Y | +72.8% | -19.7% | +92.5% | +89.8% |
| All | +72.8% | -20.2% | +93.0% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling