+197.7%
AON vs TSN
-4.9%
+202.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.8% |
| 7D | -6.3% | +3.0% | -9.3% | -6.8% |
| 30D | -14.1% | -4.2% | -9.9% | -13.5% |
| 3M | -9.5% | -3.9% | -5.6% | -8.9% |
| 6M | -4.0% | -9.8% | +5.8% | -2.5% |
| YTD | -13.8% | -7.3% | -6.5% | -13.0% |
| 1Y | -18.3% | -2.2% | -16.1% | -18.4% |
| 3Y | -7.2% | +11.9% | -19.1% | -10.2% |
| 5Y | +7.3% | -16.9% | +24.3% | +8.9% |
| All | +197.7% | -4.9% | +202.6% | +192.7% |
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