+440.7%
AME vs TSN
+14.5%
+426.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +5.9% | -1.4% | +7.3% | +6.3% |
| 30D | -1.9% | +8.5% | -10.4% | -4.3% |
| 3M | -5.4% | +5.3% | -10.7% | -7.1% |
| 6M | +4.9% | -10.5% | +15.4% | +7.5% |
| YTD | +18.5% | +3.0% | +15.5% | +16.0% |
| 1Y | +25.5% | +12.1% | +13.3% | +19.6% |
| 3Y | +63.0% | +43.1% | +19.9% | +41.3% |
| 5Y | +78.3% | -15.1% | +93.4% | +80.9% |
| All | +440.7% | +14.5% | +426.2% | +378.9% |
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