+418.3%
TSN vs ARWR
-97.0%
+515.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -6.3% | +1.7% | -8.0% | -6.3% |
| 30D | -10.8% | -0.7% | -10.2% | -10.8% |
| 3M | -8.8% | +14.9% | -23.6% | -8.8% |
| 6M | -16.8% | +32.6% | -49.4% | -17.0% |
| YTD | -10.0% | +30.0% | -40.0% | -10.2% |
| 1Y | -5.3% | +208.4% | -213.6% | -5.9% |
| 3Y | +8.5% | +208.8% | -200.3% | +7.6% |
| 5Y | -22.9% | +27.8% | -50.7% | -23.4% |
| 10Y | -12.6% | +1,107.6% | -1,120.2% | -14.3% |
| All | +418.3% | -97.0% | +515.4% | +415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling