-10.2%
AMCR vs TSN
-18.6%
+8.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -5.0% | +1.4% | -6.3% | -5.4% |
| 30D | -8.0% | -6.2% | -1.8% | -6.2% |
| 3M | +14.3% | -5.7% | +19.9% | +16.1% |
| 6M | +5.3% | -11.4% | +16.7% | +8.6% |
| YTD | +7.7% | -8.2% | +15.9% | +9.6% |
| 1Y | +10.8% | -2.0% | +12.9% | +10.0% |
| 3Y | +9.6% | +11.9% | -2.3% | +3.2% |
| 5Y | -10.2% | -17.8% | +7.6% | -6.2% |
| All | -10.2% | -18.6% | +8.4% | -6.2% |
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