+441.6%
AME vs TSN
+17.5%
+424.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -4.1% | +11.8% | -15.8% | -7.2% |
| 3M | -6.3% | +7.1% | -13.4% | -8.5% |
| 6M | +3.5% | -9.2% | +12.7% | +5.7% |
| YTD | +17.3% | +4.8% | +12.5% | +14.3% |
| 1Y | +22.0% | +11.6% | +10.4% | +16.5% |
| 3Y | +62.0% | +41.5% | +20.5% | +41.0% |
| 5Y | +78.5% | -15.5% | +94.0% | +81.6% |
| 10Y | +441.6% | +16.9% | +424.8% | +377.9% |
| All | +441.6% | +17.5% | +424.2% | +377.9% |
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