+5,998.7%
APD vs TSN
+1,049.6%
+4,949.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -3.7% | +4.6% | -8.3% | -4.6% |
| 30D | +9.6% | +15.4% | -5.8% | +6.3% |
| 3M | +1.6% | +2.9% | -1.3% | +0.9% |
| 6M | +2.2% | -10.8% | +13.0% | +4.3% |
| YTD | +25.9% | +4.5% | +21.4% | +23.8% |
| 1Y | +20.1% | +19.5% | +0.6% | +14.8% |
| 3Y | +12.4% | +42.2% | -29.8% | +2.6% |
| 5Y | +11.1% | -14.2% | +25.3% | +11.6% |
| 10Y | +190.1% | +15.4% | +174.8% | +164.0% |
| All | +5,998.7% | +1,049.6% | +4,949.2% | +2,516.8% |
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