+16.1%
TSN vs AS
+131.9%
-115.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.6% |
| 7D | -0.3% | -3.0% | +2.8% | -0.1% |
| 30D | +11.8% | +9.6% | +2.2% | +11.3% |
| 3M | +7.1% | -8.2% | +15.3% | +7.4% |
| 6M | -9.2% | -9.9% | +0.8% | -8.8% |
| YTD | +4.8% | -16.8% | +21.6% | +5.3% |
| 1Y | +11.6% | +3.0% | +8.7% | +11.6% |
| All | +16.1% | +131.9% | -115.8% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling