+5,025.2%
AON vs TSN
+907.0%
+4,118.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -3.9% | -2.5% |
| 7D | -3.2% | -5.0% | +1.8% | -2.4% |
| 30D | -11.9% | -9.1% | -2.8% | -10.5% |
| 3M | -2.9% | -7.4% | +4.5% | -1.7% |
| 6M | -6.8% | -13.4% | +6.5% | -4.8% |
| YTD | -10.1% | -8.5% | -1.6% | -9.0% |
| 1Y | -14.2% | -3.2% | -11.0% | -14.2% |
| 3Y | -3.3% | +11.5% | -14.7% | -6.1% |
| 5Y | +13.6% | -19.5% | +33.1% | +15.4% |
| 10Y | +209.2% | -9.1% | +218.3% | +198.3% |
| All | +5,025.2% | +907.0% | +4,118.1% | +2,619.2% |
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