+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 | +0.3% | -15.3% | +15.7% | +0.4% |
| 7D | +4.9% | -17.3% | +22.2% | +5.0% |
| 30D | +12.1% | -21.5% | +33.6% | +12.2% |
| 3M | +4.1% | -43.8% | +47.9% | +4.4% |
| 6M | -10.9% | -32.3% | +21.4% | -10.7% |
| YTD | +4.8% | -25.8% | +30.6% | +4.9% |
| 1Y | +17.6% | +25.5% | -7.9% | +17.4% |
| 3Y | +43.2% | +84.1% | -40.9% | +42.4% |
| 5Y | -13.9% | -39.2% | +25.3% | -14.1% |
| 10Y | +11.8% | +1,072.4% | -1,060.5% | +9.8% |
| 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