+1,908.9%
ADM vs TSN
+890.5%
+1,018.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +3.8% | -6.3% | +10.1% | +5.3% |
| 30D | +9.8% | -10.8% | +20.6% | +12.5% |
| 3M | +2.1% | -8.8% | +10.9% | +3.9% |
| 6M | +27.5% | -16.8% | +44.3% | +32.2% |
| YTD | +50.2% | -10.0% | +60.2% | +52.9% |
| 1Y | +40.6% | -5.3% | +45.8% | +41.3% |
| 3Y | +17.2% | +8.5% | +8.7% | +13.7% |
| 5Y | +61.9% | -22.9% | +84.8% | +68.0% |
| 10Y | +159.3% | -12.6% | +171.9% | +154.0% |
| All | +1,908.9% | +890.5% | +1,018.4% | +919.3% |
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