-22.0%
TSN vs RBA
+45.3%
-67.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -6.3% | -2.9% | -3.4% | -6.0% |
| 30D | -10.8% | -12.3% | +1.5% | -9.6% |
| 3M | -8.8% | -20.5% | +11.8% | -6.7% |
| 6M | -16.8% | -18.5% | +1.7% | -15.2% |
| YTD | -10.0% | -18.2% | +8.2% | -8.4% |
| 1Y | -5.3% | -27.5% | +22.2% | -2.5% |
| 3Y | +8.5% | +38.1% | -29.5% | +5.2% |
| All | -22.0% | +45.3% | -67.2% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling