+54.9%
RMBS vs TSN
+10.3%
+44.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.7% |
| 7D | +3.5% | -7.3% | +10.8% | +2.3% |
| 30D | -8.6% | -8.6% | 0.0% | -9.8% |
| 3M | -40.3% | -7.5% | -32.8% | -40.9% |
| 6M | -1.0% | -14.1% | +13.1% | -2.4% |
| YTD | -4.6% | -9.4% | +4.8% | -5.4% |
| 1Y | +17.6% | -4.1% | +21.7% | +17.2% |
| All | +54.9% | +10.3% | +44.5% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling