+11.2%
TSN vs ALM
+2,118.4%
-2,107.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | -6.3% | -2.6% | -3.7% | -6.3% |
| 30D | -10.8% | +32.0% | -42.8% | -11.0% |
| 3M | -8.8% | -15.0% | +6.3% | -8.8% |
| 6M | -16.8% | -10.1% | -6.7% | -17.0% |
| YTD | -10.0% | +99.4% | -109.4% | -11.1% |
| 1Y | -5.3% | +316.4% | -321.6% | -7.6% |
| All | +11.2% | +2,118.4% | -2,107.2% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling