+1,049.0%
RMBS vs TSN
+332.6%
+716.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +3.0% | -5.0% | +8.0% | +4.2% |
| 30D | -14.4% | -9.1% | -5.3% | -12.4% |
| 3M | -42.8% | -7.4% | -35.4% | -42.1% |
| 6M | -1.4% | -13.4% | +12.0% | +0.9% |
| YTD | -5.4% | -8.5% | +3.0% | -4.6% |
| 1Y | +18.6% | -3.2% | +21.8% | +17.4% |
| 3Y | +57.3% | +11.5% | +45.8% | +47.2% |
| 5Y | +265.7% | -19.5% | +285.2% | +268.9% |
| 10Y | +546.0% | -9.1% | +555.1% | +505.0% |
| All | +1,049.0% | +332.6% | +716.3% | +455.0% |
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