+34.8%
AIG vs TSN
+13.0%
+21.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -1.2% | +3.0% | -4.2% | -1.8% |
| 30D | -1.1% | -4.2% | +3.1% | -0.3% |
| 3M | +0.7% | -3.9% | +4.6% | +1.3% |
| 6M | -2.2% | -9.8% | +7.7% | -0.6% |
| YTD | -10.8% | -7.3% | -3.6% | -10.2% |
| 1Y | -2.0% | -2.2% | +0.2% | -2.7% |
| 3Y | +34.8% | +11.9% | +23.0% | +28.4% |
| All | +34.8% | +13.0% | +21.9% | +28.4% |
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