+37.3%
APA vs TSN
+42.6%
-5.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -8.7% | +4.9% | -13.6% | -9.7% |
| 30D | -2.4% | +12.1% | -14.5% | -4.9% |
| 3M | +19.0% | +4.1% | +14.9% | +17.7% |
| 6M | +26.8% | -10.9% | +37.7% | +30.7% |
| YTD | +87.3% | +4.8% | +82.5% | +82.8% |
| 1Y | +92.3% | +17.6% | +74.7% | +81.0% |
| 3Y | +37.3% | +43.2% | -6.0% | +21.1% |
| All | +37.3% | +42.6% | -5.3% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling