+520.8%
APP vs TSN
-9.5%
+530.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +48.9% | -0.3% | +49.2% | +49.0% |
| 30D | +49.4% | +11.8% | +37.7% | +45.7% |
| 3M | +27.0% | +7.1% | +19.9% | +24.9% |
| 6M | -15.4% | -9.2% | -6.2% | -13.9% |
| YTD | -39.9% | +4.8% | -44.7% | -40.9% |
| 1Y | -32.0% | +11.6% | -43.6% | -34.1% |
| 3Y | +824.3% | +41.5% | +782.8% | +693.3% |
| 5Y | +252.4% | -15.5% | +268.0% | +249.0% |
| All | +520.8% | -9.5% | +530.3% | +528.6% |
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 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