+91.1%
AME vs TSN
-17.2%
+108.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.1% |
| 7D | +1.7% | +3.0% | -1.3% | +1.2% |
| 30D | -6.4% | -4.2% | -2.3% | -5.8% |
| 3M | +7.1% | -3.9% | +11.0% | +7.4% |
| 6M | +8.2% | -9.8% | +18.0% | +9.6% |
| YTD | +18.2% | -7.3% | +25.4% | +18.9% |
| 1Y | +26.7% | -2.2% | +29.0% | +25.9% |
| 3Y | +60.7% | +11.9% | +48.8% | +52.6% |
| All | +91.1% | -17.2% | +108.3% | +104.4% |
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