+5,927.3%
APD vs TSN
+890.5%
+5,036.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.2% | -6.3% | +4.1% | -0.9% |
| 30D | +2.1% | -10.8% | +12.9% | +4.5% |
| 3M | +7.2% | -8.8% | +15.9% | +9.0% |
| 6M | +11.2% | -16.8% | +28.1% | +15.1% |
| YTD | +24.4% | -10.0% | +34.4% | +26.3% |
| 1Y | +6.7% | -5.3% | +11.9% | +7.0% |
| 3Y | +9.2% | +8.5% | +0.7% | +5.6% |
| 5Y | +27.4% | -22.9% | +50.3% | +30.9% |
| 10Y | +164.8% | -12.6% | +177.5% | +155.2% |
| All | +5,927.3% | +890.5% | +5,036.8% | +2,569.7% |
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