+558.9%
RMBS vs TSN
-4.9%
+563.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +1.8% | +3.0% | -1.3% | +1.1% |
| 30D | -13.9% | -4.2% | -9.7% | -13.1% |
| 3M | -39.8% | -3.9% | -35.9% | -39.7% |
| 6M | -6.0% | -9.8% | +3.8% | -5.0% |
| YTD | -5.4% | -7.3% | +1.9% | -5.0% |
| 1Y | -1.8% | -2.2% | +0.4% | -3.2% |
| 3Y | +53.7% | +11.9% | +41.8% | +41.9% |
| 5Y | +268.5% | -16.9% | +285.5% | +270.4% |
| All | +558.9% | -4.9% | +563.8% | +470.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling