-9.1%
TSN vs ARWR
+1,075.6%
-1,084.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -5.0% | +2.9% | -7.9% | -5.3% |
| 30D | -9.1% | -2.9% | -6.2% | -8.9% |
| 3M | -7.4% | +15.2% | -22.6% | -8.7% |
| 6M | -13.4% | +42.3% | -55.7% | -16.1% |
| YTD | -8.5% | +28.2% | -36.7% | -10.9% |
| 1Y | -3.2% | +213.2% | -216.4% | -12.5% |
| 3Y | +11.5% | +184.6% | -173.2% | -2.1% |
| 5Y | -19.5% | +29.2% | -48.8% | -27.0% |
| 10Y | -9.1% | +1,012.5% | -1,021.7% | -33.4% |
| All | -9.1% | +1,075.6% | -1,084.7% | -33.4% |
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