+850.7%
APP vs TSN
+43.0%
+807.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | +10.6% | -1.4% | +12.0% | +10.6% |
| 30D | +44.6% | +10.2% | +34.4% | +44.3% |
| 3M | +29.6% | +7.2% | +22.4% | +29.5% |
| 6M | -19.8% | -10.6% | -9.2% | -20.5% |
| YTD | -41.6% | +3.7% | -45.3% | -41.5% |
| 1Y | -32.7% | +13.5% | -46.2% | -31.9% |
| All | +850.7% | +43.0% | +807.7% | +815.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling