+778.3%
AU vs TSN
+295.2%
+483.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | -0.3% | -5.0% | +4.8% | +0.5% |
| 30D | +12.8% | -9.1% | +21.9% | +14.4% |
| 3M | +28.5% | -7.4% | +35.9% | +29.8% |
| 6M | +4.8% | -13.4% | +18.2% | +7.0% |
| YTD | +31.0% | -8.5% | +39.4% | +32.5% |
| 1Y | +81.4% | -3.2% | +84.6% | +81.7% |
| 3Y | +618.4% | +11.5% | +606.9% | +598.2% |
| 5Y | +686.3% | -19.5% | +705.8% | +697.1% |
| 10Y | +664.5% | -9.1% | +673.6% | +632.6% |
| All | +778.3% | +295.2% | +483.0% | +462.9% |
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