+126.6%
ADM vs TSN
+14.5%
+112.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +3.0% |
| 7D | +4.2% | -1.4% | +5.6% | +4.6% |
| 30D | -12.8% | +8.5% | -21.3% | -15.1% |
| 3M | -8.5% | +5.3% | -13.8% | -10.2% |
| 6M | -10.9% | -10.5% | -0.4% | -8.3% |
| YTD | +29.4% | +3.0% | +26.5% | +26.7% |
| 1Y | +27.5% | +12.1% | +15.4% | +21.3% |
| 3Y | +10.3% | +43.1% | -32.8% | -3.9% |
| 5Y | +27.4% | -15.1% | +42.4% | +29.8% |
| All | +126.6% | +14.5% | +112.2% | +103.2% |
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