+296.4%
ARM vs TSN
+7.5%
+288.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.7% |
| 7D | +5.5% | -6.3% | +11.8% | +3.5% |
| 30D | -8.2% | -10.8% | +2.6% | -11.3% |
| 3M | -35.9% | -8.8% | -27.2% | -37.3% |
| 6M | +103.1% | -16.8% | +119.9% | +94.3% |
| YTD | +130.6% | -10.0% | +140.6% | +124.6% |
| 1Y | +86.1% | -5.3% | +91.3% | +83.6% |
| All | +296.4% | +7.5% | +288.9% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling