+19.4%
TSN vs AS
+3.3%
+16.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.1% | +0.3% | +4.8% |
| 7D | +8.4% | +13.8% | -5.3% | +6.9% |
| 30D | +16.1% | +16.7% | -0.6% | +14.1% |
| 3M | +3.2% | -11.5% | +14.7% | +4.5% |
| 6M | -11.1% | -5.5% | -5.6% | -10.6% |
| YTD | +5.1% | -14.2% | +19.3% | +6.5% |
| 1Y | +19.4% | +2.1% | +17.3% | +17.3% |
| All | +19.4% | +3.3% | +16.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling