+893.2%
APA vs TSN
+1,053.2%
-160.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -8.7% | +4.9% | -13.6% | -10.0% |
| 30D | -2.4% | +12.1% | -14.5% | -5.3% |
| 3M | +19.0% | +4.1% | +14.9% | +17.4% |
| 6M | +26.8% | -10.9% | +37.7% | +29.5% |
| YTD | +87.3% | +4.8% | +82.5% | +83.3% |
| 1Y | +92.3% | +17.6% | +74.7% | +82.7% |
| 3Y | +37.3% | +43.2% | -6.0% | +23.1% |
| 5Y | +73.2% | -13.9% | +87.1% | +75.2% |
| 10Y | -0.9% | +11.8% | -12.7% | -4.8% |
| All | +893.2% | +1,053.2% | -160.0% | +459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling