-19.5%
TSN vs ALC
-15.6%
-3.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.0% |
| 7D | -5.0% | -3.7% | -1.4% | -4.5% |
| 30D | -9.1% | -3.7% | -5.3% | -8.6% |
| 3M | -7.4% | +4.6% | -12.0% | -8.1% |
| 6M | -13.4% | -14.6% | +1.2% | -11.6% |
| YTD | -8.5% | -11.9% | +3.4% | -7.2% |
| 1Y | -3.2% | -13.1% | +10.0% | -1.7% |
| 3Y | +11.5% | -15.0% | +26.5% | +12.2% |
| 5Y | -19.5% | -16.2% | -3.3% | -22.4% |
| All | -19.5% | -15.6% | -3.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling