-15.3%
ROP vs TSN
-20.8%
+5.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.1% |
| 7D | -5.4% | -5.0% | -0.4% | -4.6% |
| 30D | -1.6% | -9.1% | +7.4% | -0.1% |
| 3M | +18.8% | -7.4% | +26.3% | +20.3% |
| 6M | +8.2% | -13.4% | +21.6% | +10.5% |
| YTD | -10.5% | -8.5% | -2.0% | -9.7% |
| 1Y | -23.7% | -3.2% | -20.6% | -24.1% |
| 3Y | -17.9% | +11.5% | -29.3% | -21.2% |
| 5Y | -15.3% | -19.5% | +4.2% | -11.3% |
| All | -15.3% | -20.8% | +5.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling