+420.8%
RSG vs TSN
-4.9%
+425.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | 0.0% | +3.0% | -3.0% | -0.6% |
| 30D | +4.0% | -4.2% | +8.1% | +4.7% |
| 3M | +7.4% | -3.9% | +11.3% | +8.0% |
| 6M | +0.1% | -9.8% | +9.9% | +1.7% |
| YTD | +6.0% | -7.3% | +13.3% | +7.0% |
| 1Y | -3.0% | -2.2% | -0.8% | -3.2% |
| 3Y | +56.5% | +11.9% | +44.6% | +50.7% |
| 5Y | +90.9% | -16.9% | +107.9% | +93.5% |
| All | +420.8% | -4.9% | +425.8% | +399.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling