+184.0%
ROP vs TSN
+17.5%
+166.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.9% | -0.3% | -2.7% | -2.9% |
| 30D | +30.1% | +11.8% | +18.3% | +26.8% |
| 3M | +19.9% | +7.1% | +12.8% | +17.8% |
| 6M | +46.0% | -9.2% | +55.2% | +48.8% |
| YTD | +8.4% | +4.8% | +3.6% | +6.3% |
| 1Y | +8.8% | +11.6% | -2.8% | +4.9% |
| 3Y | -5.6% | +41.5% | -47.2% | -15.1% |
| 5Y | +3.0% | -15.5% | +18.6% | +4.6% |
| 10Y | +184.0% | +16.9% | +167.2% | +157.0% |
| All | +184.0% | +17.5% | +166.5% | +157.0% |
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 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