+166.1%
APA vs TSN
-20.8%
+186.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.3% |
| 7D | -1.7% | -5.0% | +3.4% | -0.1% |
| 30D | +15.7% | -9.1% | +24.8% | +19.3% |
| 3M | +16.5% | -7.4% | +23.9% | +18.8% |
| 6M | +35.1% | -13.4% | +48.5% | +40.3% |
| YTD | +82.2% | -8.5% | +90.7% | +84.9% |
| 1Y | +102.5% | -3.2% | +105.7% | +100.5% |
| 3Y | +10.3% | +11.5% | -1.2% | +1.2% |
| 5Y | +166.1% | -19.5% | +185.6% | +174.0% |
| All | +166.1% | -20.8% | +186.9% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling