+25.0%
ROK vs TSN
+19.9%
+5.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -5.9% | -0.4% |
| 7D | 0.0% | +8.4% | -8.4% | +0.2% |
| 30D | -2.5% | +16.1% | -18.6% | -2.2% |
| 3M | 0.0% | +3.2% | -3.1% | +0.2% |
| 6M | +11.6% | -11.1% | +22.7% | +13.5% |
| YTD | +15.2% | +5.1% | +10.1% | +16.0% |
| 1Y | +25.0% | +19.4% | +5.6% | +23.4% |
| All | +25.0% | +19.9% | +5.1% | +23.4% |
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 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