+445.6%
AG vs TSN
+377.1%
+68.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +1.0% | -6.3% | +7.3% | +2.8% |
| 30D | +19.2% | -10.8% | +30.0% | +23.0% |
| 3M | +6.2% | -8.8% | +14.9% | +8.4% |
| 6M | -26.7% | -16.8% | -9.9% | -23.3% |
| YTD | +26.1% | -10.0% | +36.1% | +28.9% |
| 1Y | +131.7% | -5.3% | +136.9% | +132.9% |
| 3Y | +255.3% | +8.5% | +246.8% | +237.6% |
| 5Y | +61.9% | -22.9% | +84.9% | +68.5% |
| 10Y | +72.0% | -12.6% | +84.7% | +63.1% |
| All | +445.6% | +377.1% | +68.5% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling