+27.4%
ADM vs TSN
+12.6%
+14.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.8% | +5.8% | -7.7% | -2.7% |
| 30D | -13.3% | +12.8% | -26.1% | -14.9% |
| 3M | -13.4% | +6.5% | -19.8% | -14.3% |
| 6M | -9.6% | -10.3% | +0.7% | -6.5% |
| YTD | +23.0% | +5.5% | +17.5% | +19.6% |
| 1Y | +27.4% | +15.8% | +11.6% | +20.4% |
| All | +27.4% | +12.6% | +14.7% | +20.4% |
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