+5.4%
TSN vs AHR
+357.7%
-352.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -7.3% | -4.3% | -3.0% | -6.9% |
| 30D | -8.6% | -3.1% | -5.6% | -8.4% |
| 3M | -7.5% | +15.7% | -23.2% | -8.6% |
| 6M | -14.1% | +4.1% | -18.2% | -14.6% |
| YTD | -9.4% | +15.4% | -24.9% | -10.4% |
| 1Y | -4.1% | +28.0% | -32.0% | -5.9% |
| All | +5.4% | +357.7% | -352.3% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling