+297.0%
TSN vs ACM
+250.7%
+46.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -1.2% |
| 7D | +4.9% | +6.9% | -2.0% | +2.8% |
| 30D | +12.1% | +19.1% | -7.0% | +6.3% |
| 3M | +4.1% | -6.9% | +11.1% | +5.7% |
| 6M | -10.9% | -12.0% | +1.1% | -8.6% |
| YTD | +4.8% | -25.1% | +29.9% | +12.0% |
| 1Y | +17.6% | -45.4% | +63.1% | +38.2% |
| 3Y | +43.2% | -6.9% | +50.1% | +39.8% |
| 5Y | -13.9% | +3.7% | -17.6% | -20.0% |
| 10Y | +11.8% | +135.8% | -123.9% | -25.0% |
| All | +297.0% | +250.7% | +46.3% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling