+185.4%
ARM vs TSN
+26.1%
+159.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.3% |
| 7D | -10.4% | +5.8% | -16.2% | -8.3% |
| 30D | -31.8% | +12.8% | -44.7% | -28.6% |
| 3M | -32.2% | +6.5% | -38.7% | -30.1% |
| 6M | -14.9% | -10.3% | -4.6% | -15.1% |
| YTD | +66.0% | +5.5% | +60.5% | +71.5% |
| 1Y | +17.2% | +15.8% | +1.4% | +23.4% |
| 3Y | +247.2% | +42.5% | +204.7% | +233.2% |
| All | +185.4% | +26.1% | +159.3% | +175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling