+174.6%
ARM vs TSN
+24.8%
+149.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +4.5% |
| 7D | -15.2% | +4.6% | -19.8% | -13.7% |
| 30D | -40.7% | +15.4% | -56.1% | -37.4% |
| 3M | -39.1% | +2.9% | -42.0% | -37.9% |
| 6M | -26.4% | -10.8% | -15.6% | -26.8% |
| YTD | +59.7% | +4.5% | +55.3% | +64.4% |
| 1Y | +10.3% | +19.5% | -9.2% | +16.7% |
| 3Y | +228.9% | +42.2% | +186.6% | +213.4% |
| All | +174.6% | +24.8% | +149.8% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling