+11.6%
TSN vs ACM
+132.6%
-121.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.4% | +5.6% | -7.1% | -3.0% |
| 30D | +8.5% | +20.8% | -12.3% | +2.8% |
| 3M | +5.3% | +11.4% | -6.1% | +1.7% |
| 6M | -10.5% | +0.9% | -11.4% | -11.6% |
| YTD | +3.0% | -24.8% | +27.8% | +9.9% |
| 1Y | +12.1% | -46.4% | +58.6% | +32.7% |
| 3Y | +43.1% | -9.2% | +52.3% | +39.7% |
| 5Y | -15.1% | +5.0% | -20.1% | -22.6% |
| All | +11.6% | +132.6% | -121.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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