+214.2%
ARM vs TSN
+23.9%
+190.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -2.1% |
| 7D | +19.8% | -1.4% | +21.2% | +19.2% |
| 30D | -21.8% | +10.2% | -31.9% | -18.7% |
| 3M | -26.5% | +7.2% | -33.7% | -24.1% |
| 6M | -3.9% | -10.6% | +6.7% | -4.4% |
| YTD | +82.8% | +3.7% | +79.0% | +87.6% |
| 1Y | +34.3% | +13.5% | +20.8% | +40.4% |
| 3Y | +282.2% | +40.1% | +242.1% | +264.5% |
| All | +214.2% | +23.9% | +190.3% | +201.0% |
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