+528.8%
APP vs TSN
-9.5%
+538.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +79.2% | +4.9% | +74.3% | +77.3% |
| 30D | +48.0% | +12.1% | +35.9% | +44.2% |
| 3M | +18.2% | +4.1% | +14.1% | +17.1% |
| 6M | -12.5% | -10.9% | -1.6% | -10.6% |
| YTD | -39.2% | +4.8% | -43.9% | -40.1% |
| 1Y | -33.9% | +17.6% | -51.5% | -36.6% |
| 3Y | +933.3% | +43.2% | +890.1% | +783.0% |
| 5Y | +295.9% | -13.9% | +309.7% | +294.7% |
| All | +528.8% | -9.5% | +538.4% | +536.8% |
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 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