+214.0%
ARM vs TSN
+43.3%
+170.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.1% | -13.2% | -13.0% |
| 7D | -27.1% | +6.9% | -34.0% | -25.0% |
| 30D | -44.9% | +15.7% | -60.6% | -41.5% |
| 3M | -39.3% | +4.3% | -43.5% | -37.7% |
| 6M | -20.2% | -10.6% | -9.6% | -20.7% |
| YTD | +52.5% | +5.2% | +47.3% | +58.0% |
| 1Y | +4.1% | +18.7% | -14.6% | +11.3% |
| All | +214.0% | +43.3% | +170.6% | +217.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling