+11.8%
TSN vs ARMK
+131.1%
-119.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.4% |
| 30D | +12.1% | -0.4% | +12.4% | +11.8% |
| 3M | +4.1% | -2.0% | +6.1% | +4.1% |
| 6M | -10.9% | +22.0% | -32.8% | -16.4% |
| YTD | +4.8% | +49.6% | -44.8% | -7.6% |
| 1Y | +17.6% | +46.4% | -28.7% | +4.3% |
| 3Y | +43.2% | +103.2% | -60.0% | +12.5% |
| 5Y | -13.9% | +108.1% | -122.0% | -34.5% |
| 10Y | +11.8% | +129.4% | -117.6% | -30.1% |
| All | +11.8% | +131.1% | -119.3% | -30.1% |
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