-5.5%
ROP vs TSN
+42.6%
-48.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -1.6% | +4.9% | -6.5% | -2.4% |
| 30D | +29.5% | +12.1% | +17.5% | +27.3% |
| 3M | +17.5% | +4.1% | +13.4% | +16.7% |
| 6M | +38.1% | -10.9% | +49.0% | +39.9% |
| YTD | +7.0% | +4.8% | +2.2% | +5.3% |
| 1Y | +6.5% | +17.6% | -11.1% | +2.3% |
| 3Y | -5.5% | +43.2% | -48.7% | -9.9% |
| All | -5.5% | +42.6% | -48.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling