+1,433.3%
AMT vs TSN
+391.3%
+1,042.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.4% | +4.9% | -4.5% | -0.8% |
| 30D | +3.7% | +12.1% | -8.3% | +0.9% |
| 3M | +10.7% | +4.1% | +6.6% | +9.5% |
| 6M | +9.3% | -10.9% | +20.1% | +12.0% |
| YTD | +10.9% | +4.8% | +6.2% | +8.9% |
| 1Y | +10.5% | +17.6% | -7.1% | +5.3% |
| 3Y | +15.5% | +43.2% | -27.7% | +4.1% |
| 5Y | -20.6% | -13.9% | -6.7% | -19.9% |
| 10Y | +124.5% | +11.8% | +112.7% | +102.7% |
| All | +1,433.3% | +391.3% | +1,042.0% | +539.0% |
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 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