+1,311.4%
AMT vs TSN
+322.0%
+989.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.2% | -6.3% | +6.1% | +1.2% |
| 30D | +4.6% | -10.8% | +15.4% | +7.4% |
| 3M | -8.4% | -8.8% | +0.3% | -6.6% |
| 6M | -6.0% | -16.8% | +10.8% | -2.2% |
| YTD | +2.1% | -10.0% | +12.1% | +4.1% |
| 1Y | -6.4% | -5.3% | -1.1% | -6.0% |
| 3Y | +8.1% | +8.5% | -0.5% | +4.2% |
| 5Y | -31.9% | -22.9% | -9.0% | -29.5% |
| 10Y | +97.1% | -12.6% | +109.7% | +88.8% |
| All | +1,311.4% | +322.0% | +989.4% | +510.5% |
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