+7.4%
ROK vs TSN
+12.4%
-5.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | +7.1% | -1.4% | +8.5% | +7.0% |
| 30D | -5.0% | +8.5% | -13.4% | -4.7% |
| 3M | -9.4% | +5.3% | -14.7% | -9.2% |
| 6M | -11.0% | -10.5% | -0.5% | -9.7% |
| YTD | +4.4% | +3.0% | +1.5% | +5.3% |
| 1Y | +7.4% | +12.1% | -4.7% | +6.4% |
| All | +7.4% | +12.4% | -5.0% | +6.4% |
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