+12.4%
TSN vs ARWR
+1,009.4%
-997.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.7% |
| 7D | -1.4% | -17.9% | +16.5% | -0.1% |
| 30D | +10.2% | -18.9% | +29.1% | +11.7% |
| 3M | +7.2% | -46.0% | +53.1% | +11.8% |
| 6M | -10.6% | -40.3% | +29.8% | -7.7% |
| YTD | +3.7% | -29.0% | +32.7% | +5.2% |
| 1Y | +13.5% | +13.8% | -0.4% | +10.5% |
| 3Y | +40.1% | +74.9% | -34.8% | +27.1% |
| 5Y | -14.5% | -36.2% | +21.8% | -18.3% |
| All | +12.4% | +1,009.4% | -997.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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