+14,237.2%
ROK vs TSN
+1,033.0%
+13,204.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +7.1% | -1.4% | +8.5% | +7.5% |
| 30D | -5.0% | +8.5% | -13.4% | -7.1% |
| 3M | -9.4% | +5.3% | -14.7% | -10.9% |
| 6M | -11.0% | -10.5% | -0.5% | -9.0% |
| YTD | +4.4% | +3.0% | +1.5% | +2.4% |
| 1Y | +7.4% | +12.1% | -4.7% | +2.9% |
| 3Y | +61.0% | +43.1% | +17.9% | +42.6% |
| 5Y | +30.4% | -15.1% | +45.5% | +31.6% |
| 10Y | +264.8% | +14.8% | +250.0% | +228.1% |
| All | +14,237.2% | +1,033.0% | +13,204.2% | +5,501.3% |
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 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