-35.7%
AUR vs TSN
-17.7%
-18.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +1.4% | +3.0% | -1.6% | +0.8% |
| 30D | -6.4% | -4.2% | -2.2% | -5.7% |
| 3M | +7.7% | -3.9% | +11.6% | +8.2% |
| 6M | +44.5% | -9.8% | +54.3% | +46.2% |
| YTD | +67.4% | -7.3% | +74.7% | +68.0% |
| 1Y | +15.4% | -2.2% | +17.6% | +14.0% |
| 3Y | +94.8% | +11.9% | +83.0% | +79.0% |
| 5Y | -35.1% | -16.9% | -18.2% | -31.3% |
| All | -35.7% | -17.7% | -18.0% | -32.0% |
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 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