-30.9%
AMT vs TSN
-20.2%
-10.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +1.5% | -7.3% | +8.7% | +3.4% |
| 30D | +3.7% | -8.6% | +12.4% | +6.2% |
| 3M | -7.2% | -7.5% | +0.3% | -5.4% |
| 6M | -4.2% | -14.1% | +10.0% | -0.8% |
| YTD | +1.9% | -9.4% | +11.3% | +3.6% |
| 1Y | -6.4% | -4.1% | -2.3% | -6.7% |
| 3Y | +7.7% | +10.3% | -2.6% | +1.4% |
| 5Y | -30.9% | -19.7% | -11.2% | -28.0% |
| All | -30.9% | -20.2% | -10.7% | -28.0% |
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