+168.0%
TSN vs ALM
+7,705.7%
-7,537.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.7% |
| 7D | -6.3% | -2.6% | -3.7% | -6.3% |
| 30D | -10.8% | +32.0% | -42.8% | -10.9% |
| 3M | -8.8% | -15.0% | +6.3% | -8.8% |
| 6M | -16.8% | -10.1% | -6.7% | -16.8% |
| YTD | -10.0% | +99.4% | -109.4% | -10.2% |
| 1Y | -5.3% | +316.4% | -321.6% | -5.6% |
| 3Y | +8.5% | +2,022.0% | -2,013.5% | +7.6% |
| 5Y | -22.9% | +941.2% | -964.1% | -23.5% |
| 10Y | -12.6% | +2,950.3% | -2,963.0% | -13.6% |
| All | +168.0% | +7,705.7% | -7,537.8% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling