+503.5%
TSN vs ARWR
-98.3%
+601.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -0.3% | -19.9% | +19.7% | -0.2% |
| 30D | +11.8% | -18.7% | +30.5% | +11.9% |
| 3M | +7.1% | -44.7% | +51.8% | +7.4% |
| 6M | -9.2% | -36.5% | +27.4% | -9.0% |
| YTD | +4.8% | -25.7% | +30.4% | +4.9% |
| 1Y | +11.6% | +18.9% | -7.3% | +11.5% |
| 3Y | +41.5% | +83.1% | -41.5% | +40.7% |
| 5Y | -15.5% | -34.9% | +19.3% | -15.8% |
| 10Y | +16.9% | +1,080.9% | -1,064.0% | +14.7% |
| All | +503.5% | -98.3% | +601.8% | +501.5% |
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