-4.1%
APA vs TSN
-5.9%
+1.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.1% |
| 30D | +9.6% | -6.2% | +15.8% | +13.0% |
| 3M | +18.0% | -5.7% | +23.7% | +20.5% |
| 6M | +41.9% | -11.4% | +53.2% | +48.0% |
| YTD | +86.3% | -8.2% | +94.5% | +90.4% |
| 1Y | +97.9% | -2.0% | +99.9% | +94.4% |
| 3Y | +12.8% | +11.9% | +0.9% | 0.0% |
| 5Y | +177.2% | -17.8% | +195.0% | +186.5% |
| All | -4.1% | -5.9% | +1.7% | -9.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling