+106.0%
ADM vs TSN
+12.5%
+93.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.8% | +5.8% | -7.7% | -3.6% |
| 30D | -13.3% | +12.8% | -26.1% | -16.6% |
| 3M | -13.4% | +6.5% | -19.8% | -15.3% |
| 6M | -9.6% | -10.3% | +0.7% | -7.0% |
| YTD | +23.0% | +5.5% | +17.5% | +19.6% |
| 1Y | +27.4% | +15.8% | +11.6% | +19.9% |
| 3Y | +5.7% | +42.5% | -36.9% | -7.8% |
| 5Y | +22.1% | -14.3% | +36.4% | +24.1% |
| 10Y | +106.0% | +18.2% | +87.8% | +82.8% |
| All | +106.0% | +12.5% | +93.5% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling