+653.5%
APP vs TSN
+8.7%
+644.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.9% | -6.3% | +7.2% | +1.3% |
| 30D | -23.3% | -10.8% | -12.5% | -22.8% |
| 3M | -42.6% | -8.8% | -33.9% | -42.3% |
| 6M | -33.6% | -16.8% | -16.8% | -33.4% |
| YTD | -52.4% | -10.0% | -42.4% | -52.1% |
| 1Y | -35.9% | -5.3% | -30.6% | -35.3% |
| All | +653.5% | +8.7% | +644.8% | +601.0% |
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