+73.2%
APA vs TSN
-13.6%
+86.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -8.7% | +4.9% | -13.6% | -10.3% |
| 30D | -2.4% | +12.1% | -14.5% | -6.1% |
| 3M | +19.0% | +4.1% | +14.9% | +17.1% |
| 6M | +26.8% | -10.9% | +37.7% | +31.1% |
| YTD | +87.3% | +4.8% | +82.5% | +81.5% |
| 1Y | +92.3% | +17.6% | +74.7% | +78.2% |
| 3Y | +37.3% | +43.2% | -6.0% | +15.0% |
| 5Y | +73.2% | -13.9% | +87.1% | +73.6% |
| All | +73.2% | -13.6% | +86.7% | +73.6% |
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