+14.4%
ROL vs TSN
-13.7%
+28.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +2.9% | +5.8% | -3.0% | +1.7% |
| 30D | +20.1% | +12.8% | +7.3% | +17.2% |
| 3M | +3.2% | +6.5% | -3.3% | +1.8% |
| 6M | -28.0% | -10.3% | -17.8% | -26.7% |
| YTD | -35.3% | +5.5% | -40.8% | -36.2% |
| 1Y | -33.6% | +15.8% | -49.4% | -35.9% |
| 3Y | +3.8% | +42.5% | -38.7% | -4.1% |
| 5Y | +14.4% | -14.3% | +28.7% | +16.6% |
| All | +14.4% | -13.7% | +28.1% | +16.6% |
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 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