-1.4%
RMD vs TSN
+19.9%
-21.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.4% | +0.5% | +4.7% |
| 7D | -3.9% | +8.4% | -12.3% | -5.6% |
| 30D | +7.9% | +16.1% | -8.2% | +4.6% |
| 3M | +8.1% | +3.2% | +4.9% | +7.5% |
| 6M | +15.5% | -11.1% | +26.6% | +17.9% |
| YTD | +0.7% | +5.1% | -4.4% | +0.1% |
| 1Y | -1.4% | +19.4% | -20.8% | -2.3% |
| All | -1.4% | +19.9% | -21.3% | -2.3% |
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 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