+42.2%
TSN vs ACM
-12.3%
+54.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.6% | +5.4% | -0.7% | +4.0% |
| 30D | +15.4% | +15.1% | +0.3% | +13.6% |
| 3M | +2.9% | -10.5% | +13.4% | +4.0% |
| 6M | -10.8% | -19.7% | +8.9% | -8.7% |
| YTD | +4.5% | -28.8% | +33.3% | +8.5% |
| 1Y | +19.5% | -47.9% | +67.4% | +31.0% |
| 3Y | +42.2% | -12.4% | +54.6% | +29.4% |
| All | +42.2% | -12.3% | +54.5% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling