-24.4%
AIG vs TSN
+896.6%
-921.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -1.4% | -7.3% | +5.8% | +1.0% |
| 30D | -3.3% | -8.6% | +5.3% | -0.5% |
| 3M | +2.2% | -7.5% | +9.7% | +4.5% |
| 6M | -2.1% | -14.1% | +12.0% | +2.2% |
| YTD | -11.2% | -9.4% | -1.8% | -9.1% |
| 1Y | -2.1% | -4.1% | +2.0% | -2.0% |
| 3Y | +34.4% | +10.3% | +24.0% | +26.3% |
| 5Y | +53.7% | -19.7% | +73.4% | +59.0% |
| 10Y | +64.4% | -7.0% | +71.4% | +59.3% |
| All | -24.4% | +896.6% | -921.0% | -71.7% |
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