+704.4%
TSN vs AGI
+5,381.0%
-4,676.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | -5.0% | +4.4% | -9.4% | -5.3% |
| 30D | -9.1% | +10.0% | -19.0% | -9.6% |
| 3M | -7.4% | +1.7% | -9.1% | -7.7% |
| 6M | -13.4% | -26.8% | +13.4% | -12.3% |
| YTD | -8.5% | -5.3% | -3.2% | -8.8% |
| 1Y | -3.2% | +11.5% | -14.7% | -4.5% |
| 3Y | +11.5% | +212.9% | -201.4% | +3.1% |
| 5Y | -19.5% | +388.8% | -408.3% | -27.9% |
| 10Y | -9.1% | +383.6% | -392.7% | -21.2% |
| All | +704.4% | +5,381.0% | -4,676.6% | +535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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