-24.1%
RKT vs TSN
+13.8%
-37.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -9.0% | -1.4% | -7.5% | -8.4% |
| 30D | +30.2% | +8.5% | +21.7% | +26.1% |
| 3M | -8.8% | +5.3% | -14.1% | -11.0% |
| 6M | -0.9% | -10.5% | +9.6% | +3.4% |
| YTD | -29.2% | +3.0% | -32.1% | -30.8% |
| 1Y | -20.1% | +12.1% | -32.2% | -24.9% |
| 3Y | +81.3% | +43.1% | +38.2% | +51.0% |
| 5Y | -6.6% | -15.1% | +8.5% | -3.3% |
| All | -24.1% | +13.8% | -37.9% | -25.9% |
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