+47.0%
ROK vs TSN
-20.2%
+67.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +0.2% | -7.3% | +7.5% | +1.8% |
| 30D | -1.8% | -8.6% | +6.8% | +0.1% |
| 3M | -7.2% | -7.5% | +0.3% | -5.9% |
| 6M | +14.2% | -14.1% | +28.3% | +17.3% |
| YTD | +10.6% | -9.4% | +20.0% | +11.9% |
| 1Y | +25.9% | -4.1% | +30.0% | +25.1% |
| 3Y | +50.8% | +10.3% | +40.4% | +40.8% |
| 5Y | +47.0% | -19.7% | +66.8% | +59.8% |
| All | +47.0% | -20.2% | +67.2% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling