+64.2%
AIG vs TSN
-4.9%
+69.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -1.2% | +3.0% | -4.2% | -2.6% |
| 30D | -1.1% | -4.2% | +3.1% | +0.6% |
| 3M | +0.7% | -3.9% | +4.6% | +1.9% |
| 6M | -2.2% | -9.8% | +7.7% | +1.3% |
| YTD | -10.8% | -7.3% | -3.6% | -9.2% |
| 1Y | -2.0% | -2.2% | +0.2% | -3.2% |
| 3Y | +34.8% | +11.9% | +23.0% | +21.2% |
| 5Y | +55.0% | -16.9% | +72.0% | +58.7% |
| All | +64.2% | -4.9% | +69.1% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling