+416.2%
AME vs TSN
-5.9%
+422.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | 0.0% | +1.4% | -1.3% | -0.4% |
| 30D | -8.6% | -6.2% | -2.4% | -7.2% |
| 3M | +5.8% | -5.7% | +11.4% | +6.9% |
| 6M | +3.8% | -11.4% | +15.2% | +6.4% |
| YTD | +14.4% | -8.2% | +22.6% | +15.9% |
| 1Y | +25.8% | -2.0% | +27.8% | +24.6% |
| 3Y | +55.2% | +11.9% | +43.3% | +45.2% |
| 5Y | +85.5% | -17.8% | +103.3% | +89.0% |
| All | +416.2% | -5.9% | +422.1% | +379.2% |
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 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