+29,349.7%
ROP vs TSN
+683.0%
+28,666.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | +29.7% | +10.2% | +19.5% | +27.0% |
| 3M | +21.2% | +7.2% | +14.0% | +19.2% |
| 6M | +48.3% | -10.6% | +58.8% | +51.6% |
| YTD | +8.4% | +3.7% | +4.7% | +6.8% |
| 1Y | +6.0% | +13.5% | -7.5% | +2.2% |
| 3Y | -5.6% | +40.1% | -45.7% | -14.1% |
| 5Y | +1.3% | -14.5% | +15.7% | +1.9% |
| 10Y | +184.1% | +15.7% | +168.5% | +157.1% |
| All | +29,349.7% | +683.0% | +28,666.7% | +14,751.4% |
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