+214.2%
TSN vs ALM
+3,516.3%
-3,302.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +7.9% | +0.7% |
| 7D | +5.8% | -6.3% | +12.2% | +5.9% |
| 30D | +12.8% | -31.4% | +44.3% | +12.9% |
| 3M | +6.5% | -40.6% | +47.0% | +6.6% |
| 6M | -10.3% | -58.6% | +48.4% | -10.1% |
| YTD | +5.5% | -7.6% | +13.1% | +5.5% |
| 1Y | +15.8% | +13.8% | +1.9% | +15.6% |
| 3Y | +42.5% | +842.1% | -799.6% | +41.6% |
| 5Y | -14.3% | +407.4% | -421.7% | -14.9% |
| 10Y | +18.2% | +2,079.4% | -2,061.2% | +17.1% |
| All | +214.2% | +3,516.3% | -3,302.1% | +211.1% |
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