+3.6%
AON vs TSN
+41.9%
-38.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +1.0% | -1.4% | +2.5% | +1.3% |
| 30D | +23.2% | +8.5% | +14.7% | +21.2% |
| 3M | -5.0% | +5.3% | -10.3% | -6.0% |
| 6M | +9.3% | -10.5% | +19.8% | +10.9% |
| YTD | -3.4% | +3.0% | -6.4% | -4.7% |
| 1Y | -2.9% | +12.1% | -15.0% | -5.8% |
| 3Y | +3.6% | +43.1% | -39.5% | +1.3% |
| All | +3.6% | +41.9% | -38.3% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling