+33.9%
ALNY vs TSN
-17.2%
+51.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -6.5% | +3.0% | -9.6% | -7.0% |
| 30D | +11.0% | -4.2% | +15.2% | +11.8% |
| 3M | -14.1% | -3.9% | -10.2% | -13.5% |
| 6M | -22.4% | -9.8% | -12.6% | -21.3% |
| YTD | -37.5% | -7.3% | -30.2% | -36.9% |
| 1Y | -46.9% | -2.2% | -44.7% | -47.1% |
| 3Y | +22.1% | +11.9% | +10.2% | +17.2% |
| All | +33.9% | -17.2% | +51.0% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling