+241.0%
TSN vs ACM
+230.8%
+10.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -6.3% | -3.7% | -2.6% | -5.3% |
| 30D | -10.8% | -11.1% | +0.3% | -8.0% |
| 3M | -8.8% | -8.0% | -0.8% | -7.1% |
| 6M | -16.8% | -29.7% | +12.8% | -8.7% |
| YTD | -10.0% | -29.4% | +19.4% | -1.9% |
| 1Y | -5.3% | -46.4% | +41.2% | +11.9% |
| 3Y | +8.5% | -22.3% | +30.9% | +12.3% |
| 5Y | -22.9% | +4.5% | -27.4% | -28.7% |
| 10Y | -12.6% | +127.6% | -140.3% | -40.8% |
| All | +241.0% | +230.8% | +10.2% | +68.9% |
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