-9.1%
TSN vs ARMK
+136.6%
-145.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | -5.0% | +1.7% | -6.7% | -5.5% |
| 30D | -9.1% | +3.1% | -12.2% | -10.0% |
| 3M | -7.4% | +9.2% | -16.6% | -9.9% |
| 6M | -13.4% | +43.7% | -57.1% | -22.3% |
| YTD | -8.5% | +57.4% | -65.9% | -20.2% |
| 1Y | -3.2% | +51.9% | -55.0% | -14.9% |
| 3Y | +11.5% | +125.4% | -113.9% | -15.0% |
| 5Y | -19.5% | +149.1% | -168.6% | -42.2% |
| 10Y | -9.1% | +135.4% | -144.6% | -41.1% |
| All | -9.1% | +136.6% | -145.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling