+35.8%
ARM vs TSN
+12.4%
+23.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -5.1% |
| 7D | +9.1% | -1.4% | +10.6% | +8.2% |
| 30D | -19.9% | +8.5% | -28.4% | -15.6% |
| 3M | -31.6% | +5.3% | -36.9% | -28.7% |
| 6M | -13.9% | -10.5% | -3.4% | -14.2% |
| YTD | +74.3% | +3.0% | +71.3% | +75.8% |
| 1Y | +35.8% | +12.1% | +23.7% | +37.7% |
| All | +35.8% | +12.4% | +23.4% | +37.7% |
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