+255.2%
AG vs TSN
+445.8%
-190.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -10.0% | -1.4% | -8.5% | -9.6% |
| 30D | -10.5% | +8.5% | -19.0% | -12.6% |
| 3M | -27.3% | +5.3% | -32.5% | -28.5% |
| 6M | -43.0% | -10.5% | -32.5% | -41.5% |
| YTD | -17.9% | +3.0% | -20.9% | -19.3% |
| 1Y | +11.9% | +12.1% | -0.2% | +7.4% |
| 3Y | +201.8% | +43.1% | +158.7% | +164.8% |
| 5Y | -0.1% | -15.1% | +15.0% | +1.1% |
| 10Y | +72.7% | +14.8% | +57.9% | +51.0% |
| All | +255.2% | +445.8% | -190.6% | +57.2% |
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