+500.0%
APP vs TSN
-9.8%
+509.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.0% |
| 7D | +71.2% | +4.6% | +66.6% | +69.6% |
| 30D | +39.1% | +15.4% | +23.6% | +34.6% |
| 3M | +16.5% | +2.9% | +13.6% | +15.7% |
| 6M | -16.6% | -10.8% | -5.8% | -14.8% |
| YTD | -41.9% | +4.5% | -46.4% | -42.8% |
| 1Y | -37.0% | +19.5% | -56.6% | -39.9% |
| 3Y | +892.4% | +42.2% | +850.2% | +750.1% |
| 5Y | +297.3% | -14.2% | +311.5% | +296.4% |
| All | +500.0% | -9.8% | +509.8% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling