-3.5%
APA vs TSN
-7.2%
+3.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.5% |
| 7D | +0.3% | -7.3% | +7.6% | +4.1% |
| 30D | +9.3% | -8.6% | +17.9% | +14.2% |
| 3M | +23.3% | -7.5% | +30.9% | +27.2% |
| 6M | +39.5% | -14.1% | +53.6% | +48.0% |
| YTD | +87.6% | -9.4% | +97.0% | +93.1% |
| 1Y | +114.2% | -4.1% | +118.3% | +112.8% |
| 3Y | +13.6% | +10.3% | +3.2% | +1.4% |
| 5Y | +175.6% | -19.7% | +195.3% | +188.7% |
| All | -3.5% | -7.2% | +3.7% | -8.3% |
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