+292.6%
APP vs TSN
-14.6%
+307.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.0% |
| 7D | +71.2% | +4.6% | +66.6% | +69.3% |
| 30D | +39.1% | +15.4% | +23.6% | +33.9% |
| 3M | +16.5% | +2.9% | +13.6% | +15.6% |
| 6M | -16.6% | -10.8% | -5.8% | -14.4% |
| YTD | -41.9% | +4.5% | -46.4% | -43.0% |
| 1Y | -37.0% | +19.5% | -56.6% | -40.4% |
| 3Y | +892.4% | +42.2% | +850.2% | +720.2% |
| All | +292.6% | -14.6% | +307.2% | +291.1% |
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