-7.0%
TSN vs ALM
+3,082.3%
-3,089.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -7.3% | +3.6% | -10.9% | -7.4% |
| 30D | -8.6% | +33.8% | -42.4% | -9.3% |
| 3M | -7.5% | +14.8% | -22.3% | -8.0% |
| 6M | -14.1% | -7.0% | -7.2% | -14.5% |
| YTD | -9.4% | +108.1% | -117.5% | -11.9% |
| 1Y | -4.1% | +313.8% | -317.9% | -8.8% |
| 3Y | +10.3% | +2,227.6% | -2,217.3% | -2.7% |
| 5Y | -19.7% | +956.6% | -976.4% | -28.0% |
| 10Y | -7.0% | +3,082.3% | -3,089.3% | -25.3% |
| All | -7.0% | +3,082.3% | -3,089.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling