+214.7%
ROL vs TSN
+12.5%
+202.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +3.4% | +5.8% | -2.4% | +2.4% |
| 30D | +20.8% | +12.8% | +7.9% | +18.4% |
| 3M | +3.7% | +6.5% | -2.7% | +2.6% |
| 6M | -27.7% | -10.3% | -17.4% | -26.6% |
| YTD | -34.9% | +5.5% | -40.5% | -35.7% |
| 1Y | -33.3% | +15.8% | -49.1% | -35.1% |
| 3Y | +4.3% | +42.5% | -38.2% | -2.0% |
| 5Y | +15.0% | -14.3% | +29.3% | +15.8% |
| 10Y | +214.7% | +18.2% | +196.5% | +198.6% |
| All | +214.7% | +12.5% | +202.2% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling