+2.0%
RDW vs TSN
-1.9%
+3.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | +0.9% | +3.0% | -2.2% | +0.4% |
| 30D | -21.3% | -4.2% | -17.1% | -20.8% |
| 3M | -37.9% | -3.9% | -34.0% | -37.8% |
| 6M | +12.3% | -9.8% | +22.1% | +12.6% |
| YTD | +39.7% | -7.3% | +47.0% | +39.7% |
| 1Y | +25.7% | -2.2% | +27.9% | +24.0% |
| 3Y | +230.8% | +11.9% | +219.0% | +208.9% |
| 5Y | -8.8% | -16.9% | +8.2% | -5.4% |
| All | +2.0% | -1.9% | +3.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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