+5,404.7%
AON vs TSN
+1,033.0%
+4,371.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.5% |
| 3M | -5.0% | +5.3% | -10.3% | -5.9% |
| 6M | +9.3% | -10.5% | +19.8% | +11.3% |
| YTD | -3.4% | +3.0% | -6.4% | -4.3% |
| 1Y | -2.9% | +12.1% | -15.0% | -5.2% |
| 3Y | +3.6% | +43.1% | -39.5% | -3.6% |
| 5Y | +16.9% | -15.1% | +32.0% | +17.6% |
| 10Y | +234.4% | +14.8% | +219.6% | +210.5% |
| All | +5,404.7% | +1,033.0% | +4,371.7% | +2,762.2% |
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