+4.4%
APA vs TSN
+15.3%
-10.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | +9.6% | -1.4% | +11.0% | +10.4% |
| 30D | -0.2% | +10.2% | -10.4% | -5.5% |
| 3M | +19.8% | +7.2% | +12.7% | +14.9% |
| 6M | +30.1% | -10.6% | +40.6% | +35.7% |
| YTD | +100.4% | +3.7% | +96.7% | +91.5% |
| 1Y | +105.2% | +13.5% | +91.7% | +86.3% |
| 3Y | +44.6% | +40.1% | +4.5% | +12.7% |
| 5Y | +88.8% | -14.5% | +103.3% | +92.3% |
| All | +4.4% | +15.3% | -10.9% | -11.0% |
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