-22.0%
TSN vs ARMK
+144.6%
-166.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -6.3% | -2.4% | -3.9% | -5.9% |
| 30D | -10.8% | 0.0% | -10.8% | -10.9% |
| 3M | -8.8% | +6.7% | -15.4% | -9.9% |
| 6M | -16.8% | +38.8% | -55.6% | -21.9% |
| YTD | -10.0% | +55.2% | -65.2% | -17.3% |
| 1Y | -5.3% | +46.6% | -51.9% | -12.1% |
| 3Y | +8.5% | +112.9% | -104.4% | -8.4% |
| All | -22.0% | +144.6% | -166.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling