+26.8%
AME vs TSN
-3.8%
+30.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +1.3% | -7.3% | +8.6% | +1.4% |
| 30D | -6.6% | -8.6% | +2.1% | -6.4% |
| 3M | +3.0% | -7.5% | +10.5% | +2.9% |
| 6M | +5.3% | -14.1% | +19.4% | +6.0% |
| YTD | +15.4% | -9.4% | +24.9% | +16.1% |
| 1Y | +26.8% | -4.1% | +30.9% | +25.6% |
| All | +26.8% | -3.8% | +30.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling