+88.8%
APA vs TSN
-5.8%
+94.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +0.5% | -6.3% | +6.9% | +1.2% |
| 30D | +23.4% | -10.8% | +34.2% | +24.7% |
| 3M | +12.7% | -8.8% | +21.4% | +13.2% |
| 6M | +39.4% | -16.8% | +56.2% | +42.5% |
| YTD | +79.0% | -10.0% | +88.9% | +77.4% |
| 1Y | +88.8% | -5.3% | +94.1% | +92.4% |
| All | +88.8% | -5.8% | +94.6% | +92.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling