+103.1%
ARM vs TSN
-17.5%
+120.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.5% |
| 7D | +5.5% | -6.3% | +11.8% | +1.3% |
| 30D | -8.2% | -10.8% | +2.6% | -15.0% |
| 3M | -35.9% | -8.8% | -27.2% | -38.7% |
| 6M | +103.1% | -16.8% | +119.9% | +80.1% |
| All | +103.1% | -17.5% | +120.6% | +80.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling