+96.6%
AMCR vs TSN
+268.1%
-171.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -1.8% | -5.0% | +3.2% | -0.8% |
| 30D | -6.0% | -9.1% | +3.1% | -4.1% |
| 3M | +18.9% | -7.4% | +26.3% | +20.8% |
| 6M | +5.7% | -13.4% | +19.0% | +8.6% |
| YTD | +11.1% | -8.5% | +19.6% | +12.7% |
| 1Y | +12.7% | -3.2% | +15.9% | +12.8% |
| 3Y | +9.6% | +11.5% | -1.9% | +5.9% |
| 5Y | -10.3% | -19.5% | +9.2% | -8.0% |
| 10Y | +16.5% | -9.1% | +25.6% | +11.8% |
| All | +96.6% | +268.1% | -171.4% | +96.2% |
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 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