+18,884.9%
AME vs TSN
+890.5%
+17,994.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.6% | -6.3% | +6.9% | +2.0% |
| 30D | -6.7% | -10.8% | +4.1% | -4.4% |
| 3M | +4.1% | -8.8% | +12.8% | +5.8% |
| 6M | +1.6% | -16.8% | +18.4% | +5.2% |
| YTD | +16.1% | -10.0% | +26.1% | +18.0% |
| 1Y | +27.3% | -5.3% | +32.6% | +27.6% |
| 3Y | +50.9% | +8.5% | +42.3% | +45.0% |
| 5Y | +81.4% | -22.9% | +104.3% | +86.6% |
| 10Y | +417.0% | -12.6% | +429.6% | +401.0% |
| All | +18,884.9% | +890.5% | +17,994.4% | +9,010.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling