-4.7%
ROL vs TSN
-20.8%
+16.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -3.4% | -5.0% | +1.6% | -2.5% |
| 30D | -6.9% | -9.1% | +2.1% | -5.2% |
| 3M | -24.6% | -7.4% | -17.2% | -23.5% |
| 6M | -39.5% | -13.4% | -26.2% | -38.0% |
| YTD | -41.1% | -8.5% | -32.6% | -40.3% |
| 1Y | -37.9% | -3.2% | -34.7% | -37.9% |
| 3Y | +0.8% | +11.5% | -10.7% | -2.5% |
| 5Y | -4.7% | -19.5% | +14.8% | +1.0% |
| All | -4.7% | -20.8% | +16.1% | +1.0% |
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