+29,140.1%
ROP vs TSN
+696.6%
+28,443.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.2% | +5.8% | -5.7% | -1.1% |
| 30D | +30.3% | +12.8% | +17.5% | +26.9% |
| 3M | +17.8% | +6.5% | +11.3% | +16.0% |
| 6M | +38.9% | -10.3% | +49.2% | +41.9% |
| YTD | +7.6% | +5.5% | +2.1% | +5.6% |
| 1Y | +6.5% | +15.8% | -9.3% | +2.1% |
| 3Y | -6.3% | +42.5% | -48.8% | -15.0% |
| 5Y | +0.9% | -14.3% | +15.3% | +1.5% |
| 10Y | +180.7% | +18.2% | +162.5% | +152.8% |
| All | +29,140.1% | +696.6% | +28,443.6% | +14,589.2% |
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 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