+6,882.0%
AMD vs TSN
-11.8%
+6,893.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +2.6% | -6.3% | +8.9% | +3.9% |
| 30D | -0.9% | -10.8% | +9.9% | +1.4% |
| 3M | -8.7% | -8.8% | 0.0% | -7.6% |
| 6M | +136.3% | -16.8% | +153.2% | +143.1% |
| YTD | +123.0% | -10.0% | +133.0% | +124.5% |
| 1Y | +195.2% | -5.3% | +200.4% | +192.2% |
| 3Y | +336.3% | +8.5% | +327.8% | +303.7% |
| 5Y | +334.5% | -22.9% | +357.4% | +347.1% |
| All | +6,882.0% | -11.8% | +6,893.8% | +6,470.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling