+167.1%
RTX vs TSN
-20.8%
+187.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -3.1% | -5.0% | +2.0% | -2.2% |
| 30D | -10.6% | -9.1% | -1.5% | -8.9% |
| 3M | +11.6% | -7.4% | +19.1% | +13.1% |
| 6M | -4.5% | -13.4% | +8.9% | -2.2% |
| YTD | +9.6% | -8.5% | +18.1% | +10.7% |
| 1Y | +30.8% | -3.2% | +34.0% | +30.3% |
| 3Y | +152.8% | +11.5% | +141.3% | +141.7% |
| 5Y | +167.1% | -19.5% | +186.6% | +176.5% |
| All | +167.1% | -20.8% | +187.9% | +176.5% |
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