-14.0%
TSN vs ARWR
-28.9%
+14.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +4.6% | -2.9% | +7.5% | +4.8% |
| 30D | +15.4% | -5.4% | +20.8% | +15.8% |
| 3M | +2.9% | -32.2% | +35.1% | +5.3% |
| 6M | -10.8% | -26.5% | +15.7% | -9.5% |
| YTD | +4.5% | -12.4% | +16.9% | +4.4% |
| 1Y | +19.5% | +46.9% | -27.4% | +14.6% |
| 3Y | +42.2% | +116.0% | -73.8% | +27.1% |
| All | -14.0% | -28.9% | +14.9% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling