+333.0%
APP vs TSN
-22.4%
+355.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +0.9% | -6.3% | +7.2% | +2.6% |
| 30D | -23.3% | -10.8% | -12.5% | -21.0% |
| 3M | -42.6% | -8.8% | -33.9% | -41.3% |
| 6M | -33.6% | -16.8% | -16.8% | -30.9% |
| YTD | -52.4% | -10.0% | -42.4% | -51.4% |
| 1Y | -35.9% | -5.3% | -30.6% | -35.5% |
| 3Y | +642.2% | +8.5% | +633.7% | +579.8% |
| All | +333.0% | -22.4% | +355.4% | +360.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling