-9.7%
RKT vs TSN
-20.2%
+10.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.3% |
| 7D | -1.0% | -7.3% | +6.3% | +2.3% |
| 30D | -2.4% | -8.6% | +6.2% | +1.4% |
| 3M | +1.9% | -7.5% | +9.4% | +5.1% |
| 6M | -13.9% | -14.1% | +0.3% | -8.6% |
| YTD | -30.6% | -9.4% | -21.2% | -28.5% |
| 1Y | -34.4% | -4.1% | -30.3% | -34.4% |
| 3Y | +38.2% | +10.3% | +27.9% | +24.4% |
| 5Y | -9.7% | -19.7% | +10.1% | +0.1% |
| All | -9.7% | -20.2% | +10.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling