+184.4%
ROP vs TSN
+14.5%
+169.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +0.7% | -1.4% | +2.2% | +1.0% |
| 30D | +28.8% | +8.5% | +20.3% | +26.4% |
| 3M | +21.1% | +5.3% | +15.8% | +19.4% |
| 6M | +52.5% | -10.5% | +63.0% | +56.0% |
| YTD | +8.9% | +3.0% | +5.9% | +7.3% |
| 1Y | +8.2% | +12.1% | -3.9% | +4.3% |
| 3Y | -5.2% | +43.1% | -48.3% | -15.0% |
| 5Y | +1.7% | -15.1% | +16.8% | +3.2% |
| All | +184.4% | +14.5% | +169.9% | +158.2% |
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 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