+1,561.3%
ADM vs TSN
+1,049.6%
+511.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -9.0% | +4.6% | -13.7% | -10.0% |
| 30D | -14.0% | +15.4% | -29.4% | -16.8% |
| 3M | -9.2% | +2.9% | -12.1% | -9.9% |
| 6M | -9.2% | -10.8% | +1.6% | -7.3% |
| YTD | +24.2% | +4.5% | +19.8% | +22.1% |
| 1Y | +27.0% | +19.5% | +7.4% | +21.0% |
| 3Y | +6.6% | +42.2% | -35.6% | -2.7% |
| 5Y | +25.0% | -14.2% | +39.2% | +26.4% |
| 10Y | +100.2% | +15.4% | +84.9% | +84.8% |
| All | +1,561.3% | +1,049.6% | +511.7% | +714.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling