-1.8%
RMBS vs TSN
-1.7%
-0.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +2.2% |
| 7D | +1.8% | +3.0% | -1.3% | +2.8% |
| 30D | -13.9% | -4.2% | -9.7% | -15.0% |
| 3M | -39.8% | -3.9% | -35.9% | -40.5% |
| 6M | -6.0% | -9.8% | +3.8% | -8.2% |
| YTD | -5.4% | -7.3% | +1.9% | -4.9% |
| 1Y | -1.8% | -2.2% | +0.4% | -1.1% |
| All | -1.8% | -1.7% | -0.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling