-35.0%
AUR vs TSN
-19.6%
-15.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | +11.1% | -7.3% | +18.4% | +12.5% |
| 30D | -6.9% | -8.6% | +1.8% | -5.3% |
| 3M | +5.5% | -7.5% | +13.0% | +6.8% |
| 6M | +41.0% | -14.1% | +55.1% | +44.2% |
| YTD | +69.3% | -9.4% | +78.7% | +70.6% |
| 1Y | +14.0% | -4.1% | +18.1% | +13.0% |
| 3Y | +90.1% | +10.3% | +79.7% | +74.9% |
| 5Y | -34.4% | -19.7% | -14.7% | -30.2% |
| All | -35.0% | -19.6% | -15.4% | -31.0% |
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