-0.1%
APA vs TSN
+12.5%
-12.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -5.5% | +5.8% | -11.4% | -8.5% |
| 30D | -1.2% | +12.8% | -14.0% | -7.5% |
| 3M | +10.6% | +6.5% | +4.1% | +6.4% |
| 6M | +28.4% | -10.3% | +38.7% | +33.8% |
| YTD | +89.7% | +5.5% | +84.2% | +79.8% |
| 1Y | +90.6% | +15.8% | +74.8% | +71.3% |
| 3Y | +36.9% | +42.5% | -5.6% | +5.8% |
| 5Y | +83.2% | -14.3% | +97.6% | +86.9% |
| 10Y | -0.1% | +18.2% | -18.3% | -15.2% |
| All | -0.1% | +12.5% | -12.6% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling