+24,936.4%
ROP vs TSN
+579.4%
+24,357.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -4.4% | -6.3% | +1.9% | -3.1% |
| 30D | +3.2% | -10.8% | +14.0% | +5.8% |
| 3M | +23.1% | -8.8% | +31.8% | +25.3% |
| 6M | +13.3% | -16.8% | +30.1% | +17.4% |
| YTD | -7.9% | -10.0% | +2.1% | -6.3% |
| 1Y | -22.1% | -5.3% | -16.8% | -21.9% |
| 3Y | -16.8% | +8.5% | -25.3% | -19.9% |
| 5Y | -13.5% | -22.9% | +9.4% | -11.1% |
| 10Y | +137.7% | -12.6% | +150.3% | +128.5% |
| All | +24,936.4% | +579.4% | +24,357.1% | +12,931.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling