+1,431.6%
AMT vs TSN
+389.7%
+1,041.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +0.5% | +4.6% | -4.1% | -0.6% |
| 30D | +13.6% | +15.4% | -1.8% | +9.7% |
| 3M | +11.5% | +2.9% | +8.6% | +10.5% |
| 6M | +6.9% | -10.8% | +17.7% | +9.6% |
| YTD | +10.8% | +4.5% | +6.4% | +8.9% |
| 1Y | +10.3% | +19.5% | -9.2% | +4.7% |
| 3Y | +12.4% | +42.2% | -29.8% | +1.5% |
| 5Y | -20.1% | -14.2% | -5.9% | -19.3% |
| 10Y | +116.8% | +15.4% | +101.5% | +94.2% |
| All | +1,431.6% | +389.7% | +1,041.9% | +538.8% |
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