+672.3%
AU vs TSN
-4.9%
+677.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.3% | +3.0% | -7.3% | -4.7% |
| 30D | +7.3% | -4.2% | +11.5% | +7.8% |
| 3M | +26.3% | -3.9% | +30.2% | +26.8% |
| 6M | +1.8% | -9.8% | +11.6% | +3.0% |
| YTD | +26.8% | -7.3% | +34.1% | +27.9% |
| 1Y | +66.7% | -2.2% | +68.9% | +66.8% |
| 3Y | +579.1% | +11.9% | +567.2% | +563.9% |
| 5Y | +689.3% | -16.9% | +706.3% | +692.4% |
| All | +672.3% | -4.9% | +677.2% | +648.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling