-55.4%
APP vs TSN
+19.9%
-75.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.3% | +9.2% |
| 7D | +4.5% | +8.4% | -3.9% | +2.4% |
| 30D | -3.6% | +16.1% | -19.7% | -7.3% |
| 3M | -35.3% | +3.2% | -38.4% | -35.6% |
| 6M | -42.8% | -11.1% | -31.7% | -41.9% |
| YTD | -59.7% | +5.1% | -64.7% | -61.1% |
| 1Y | -55.4% | +19.4% | -74.8% | -59.2% |
| All | -55.4% | +19.9% | -75.3% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling