-7.0%
TSN vs RBA
+189.2%
-196.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -7.3% | -1.9% | -5.4% | -7.0% |
| 30D | -8.6% | -13.0% | +4.3% | -6.6% |
| 3M | -7.5% | -23.1% | +15.6% | -3.8% |
| 6M | -14.1% | -22.6% | +8.5% | -10.9% |
| YTD | -9.4% | -20.4% | +11.0% | -6.7% |
| 1Y | -4.1% | -29.6% | +25.5% | +0.8% |
| 3Y | +10.3% | +26.6% | -16.2% | +4.0% |
| 5Y | -19.7% | +38.2% | -57.9% | -27.1% |
| 10Y | -7.0% | +194.7% | -201.8% | -36.1% |
| All | -7.0% | +189.2% | -196.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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