+1,583.8%
ADM vs TSN
+1,053.2%
+530.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -11.8% | +11.8% | -23.6% | -14.0% |
| 3M | -11.3% | +7.1% | -18.4% | -12.8% |
| 6M | -10.0% | -9.2% | -0.9% | -8.5% |
| YTD | +25.9% | +4.8% | +21.1% | +23.7% |
| 1Y | +26.7% | +11.6% | +15.0% | +22.6% |
| 3Y | +8.1% | +41.5% | -33.4% | -1.2% |
| 5Y | +23.5% | -15.5% | +39.1% | +25.4% |
| 10Y | +128.2% | +16.9% | +111.4% | +110.1% |
| All | +1,583.8% | +1,053.2% | +530.6% | +724.7% |
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