+140.1%
AMT vs TSN
+15.3%
+124.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | +5.8% | +10.2% | -4.4% | +3.4% |
| 3M | +12.6% | +7.2% | +5.4% | +10.6% |
| 6M | +8.3% | -10.6% | +18.9% | +10.8% |
| YTD | +11.4% | +3.7% | +7.7% | +9.7% |
| 1Y | +7.7% | +13.5% | -5.7% | +3.7% |
| 3Y | +14.8% | +40.1% | -25.3% | +4.6% |
| 5Y | -18.0% | -14.5% | -3.5% | -17.5% |
| All | +140.1% | +15.3% | +124.8% | +122.4% |
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 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