-0.9%
TSN vs AMRZ
-17.3%
+16.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +5.9% | +2.0% |
| 7D | -5.0% | -2.0% | -3.0% | -4.9% |
| 30D | -9.1% | -9.8% | +0.8% | -8.2% |
| 3M | -7.4% | -17.2% | +9.8% | -6.0% |
| 6M | -13.4% | -26.9% | +13.6% | -11.0% |
| YTD | -8.5% | -21.5% | +13.0% | -6.6% |
| 1Y | -3.2% | -22.9% | +19.7% | -0.5% |
| All | -0.9% | -17.3% | +16.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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