-9.1%
TSN vs ACM
+128.0%
-137.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -5.0% | -0.3% | -4.8% | -5.0% |
| 30D | -9.1% | -12.9% | +3.8% | -5.8% |
| 3M | -7.4% | -6.4% | -1.0% | -6.3% |
| 6M | -13.4% | -29.2% | +15.8% | -5.5% |
| YTD | -8.5% | -29.9% | +21.5% | -0.4% |
| 1Y | -3.2% | -47.3% | +44.1% | +14.3% |
| 3Y | +11.5% | -19.6% | +31.1% | +13.1% |
| 5Y | -19.5% | +5.5% | -25.0% | -26.8% |
| 10Y | -9.1% | +129.7% | -138.8% | -36.8% |
| All | -9.1% | +128.0% | -137.1% | -36.8% |
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