+163.7%
APD vs TSN
-9.5%
+173.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -2.5% | -5.0% | +2.6% | -1.5% |
| 30D | -1.9% | -9.1% | +7.2% | +0.1% |
| 3M | +8.2% | -7.4% | +15.6% | +9.8% |
| 6M | +10.7% | -13.4% | +24.1% | +13.6% |
| YTD | +22.9% | -8.5% | +31.4% | +24.3% |
| 1Y | +5.8% | -3.2% | +9.0% | +5.5% |
| 3Y | +7.8% | +11.5% | -3.7% | +3.2% |
| 5Y | +26.1% | -19.5% | +45.6% | +28.5% |
| 10Y | +163.7% | -9.1% | +172.8% | +157.3% |
| All | +163.7% | -9.5% | +173.2% | +157.3% |
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