+103.8%
TSN vs ARMK
+350.8%
-247.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -6.3% | -2.4% | -3.9% | -5.7% |
| 30D | -10.8% | 0.0% | -10.8% | -11.0% |
| 3M | -8.8% | +6.7% | -15.4% | -10.6% |
| 6M | -16.8% | +38.8% | -55.6% | -24.4% |
| YTD | -10.0% | +55.2% | -65.2% | -20.8% |
| 1Y | -5.3% | +46.6% | -51.9% | -15.5% |
| 3Y | +8.5% | +112.9% | -104.4% | -15.0% |
| 5Y | -22.9% | +144.0% | -166.9% | -43.5% |
| 10Y | -12.6% | +132.4% | -145.1% | -44.0% |
| All | +103.8% | +350.8% | -247.0% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling