+219.8%
ARM vs TSN
+25.2%
+194.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.7% | +11.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | -20.3% | +11.8% | -32.1% | -16.8% |
| 3M | -24.4% | +7.1% | -31.5% | -21.9% |
| 6M | -4.4% | -9.2% | +4.8% | -4.4% |
| YTD | +86.0% | +4.8% | +81.2% | +91.7% |
| 1Y | +35.8% | +11.6% | +24.2% | +41.7% |
| 3Y | +289.1% | +41.5% | +247.5% | +272.5% |
| All | +219.8% | +25.2% | +194.6% | +207.5% |
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