+6.8%
TSN vs AHR
+360.2%
-353.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +1.4% | -3.0% | +4.4% | +1.7% |
| 30D | -6.2% | +2.6% | -8.8% | -6.4% |
| 3M | -5.7% | +16.0% | -21.7% | -6.8% |
| 6M | -11.4% | +3.1% | -14.4% | -11.9% |
| YTD | -8.2% | +16.0% | -24.2% | -9.2% |
| 1Y | -2.0% | +28.0% | -30.0% | -3.9% |
| All | +6.8% | +360.2% | -353.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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