+19.3%
ARM vs TSN
+19.9%
-0.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.4% | -10.7% | -2.1% |
| 7D | -18.7% | +8.4% | -27.1% | -14.5% |
| 30D | -36.7% | +16.1% | -52.8% | -30.8% |
| 3M | -31.6% | +3.2% | -34.8% | -29.5% |
| 6M | -5.6% | -11.1% | +5.5% | -5.6% |
| YTD | +75.5% | +5.1% | +70.4% | +79.4% |
| 1Y | +19.3% | +19.4% | -0.1% | +21.7% |
| All | +19.3% | +19.9% | -0.6% | +21.7% |
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 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