+285.2%
APH vs TSN
-14.8%
+300.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +4.9% | -1.4% | +6.3% | +5.0% |
| 30D | -5.4% | +8.5% | -13.9% | -6.2% |
| 3M | -5.5% | +5.3% | -10.7% | -6.0% |
| 6M | +25.9% | -10.5% | +36.4% | +27.9% |
| YTD | +16.4% | +3.0% | +13.4% | +15.3% |
| 1Y | +16.5% | +12.1% | +4.4% | +13.7% |
| 3Y | +270.9% | +43.1% | +227.7% | +229.7% |
| All | +285.2% | -14.8% | +300.0% | +306.6% |
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