+15,354.0%
ROK vs TSN
+890.5%
+14,463.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | +0.7% | -6.3% | +7.0% | +2.3% |
| 30D | -3.3% | -10.8% | +7.5% | -0.5% |
| 3M | -5.9% | -8.8% | +2.9% | -4.0% |
| 6M | +13.9% | -16.8% | +30.7% | +18.5% |
| YTD | +12.6% | -10.0% | +22.6% | +14.6% |
| 1Y | +28.6% | -5.3% | +33.8% | +28.8% |
| 3Y | +45.1% | +8.5% | +36.6% | +38.4% |
| 5Y | +45.6% | -22.9% | +68.5% | +50.9% |
| 10Y | +345.0% | -12.6% | +357.7% | +329.4% |
| All | +15,354.0% | +890.5% | +14,463.6% | +6,167.2% |
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