+199.0%
AMD vs TSN
-14.6%
+213.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.0% |
| 7D | -11.0% | +4.6% | -15.7% | -11.0% |
| 30D | -30.5% | +15.4% | -45.9% | -30.5% |
| 3M | -8.2% | +2.9% | -11.1% | -8.1% |
| 6M | +6.6% | -10.8% | +17.3% | +7.8% |
| YTD | +109.7% | +4.5% | +105.2% | +108.3% |
| 1Y | +88.9% | +19.5% | +69.4% | +84.6% |
| 3Y | +301.8% | +42.2% | +259.6% | +260.2% |
| All | +199.0% | -14.6% | +213.6% | +247.5% |
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