-24.2%
ROP vs TSN
-3.8%
-20.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -6.1% | -7.3% | +1.2% | -5.9% |
| 30D | -3.4% | -8.6% | +5.3% | -3.1% |
| 3M | +16.7% | -7.5% | +24.2% | +17.0% |
| 6M | +8.1% | -14.1% | +22.2% | +8.0% |
| YTD | -11.7% | -9.4% | -2.2% | -11.5% |
| 1Y | -24.2% | -4.1% | -20.1% | -23.2% |
| All | -24.2% | -3.8% | -20.4% | -23.2% |
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 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