-22.1%
ROP vs TSN
-5.8%
-16.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -4.4% | -6.3% | +1.9% | -4.3% |
| 30D | +3.2% | -10.8% | +14.0% | +3.6% |
| 3M | +23.1% | -8.8% | +31.8% | +23.4% |
| 6M | +13.3% | -16.8% | +30.1% | +13.3% |
| YTD | -7.9% | -10.0% | +2.1% | -7.7% |
| 1Y | -22.1% | -5.3% | -16.8% | -20.8% |
| All | -22.1% | -5.8% | -16.3% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling