+40.6%
ADM vs TSN
-5.8%
+46.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +3.8% | -6.3% | +10.1% | +4.8% |
| 30D | +9.8% | -10.8% | +20.6% | +11.6% |
| 3M | +2.1% | -8.8% | +10.9% | +3.3% |
| 6M | +27.5% | -16.8% | +44.3% | +30.6% |
| YTD | +50.2% | -10.0% | +60.2% | +50.5% |
| 1Y | +40.6% | -5.3% | +45.8% | +42.6% |
| All | +40.6% | -5.8% | +46.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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