+375.9%
TSN vs RBA
+4,003.4%
-3,627.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +4.6% | +4.3% | +0.4% | +3.8% |
| 30D | +15.4% | +16.3% | -0.9% | +12.1% |
| 3M | +2.9% | +1.3% | +1.6% | +2.4% |
| 6M | -10.8% | -11.1% | +0.3% | -9.4% |
| YTD | +4.5% | -8.5% | +12.9% | +5.2% |
| 1Y | +19.5% | -2.1% | +21.6% | +18.8% |
| 3Y | +42.2% | +44.6% | -2.4% | +29.6% |
| 5Y | -14.2% | +36.8% | -51.0% | -22.6% |
| 10Y | +15.4% | +227.3% | -211.9% | -16.4% |
| All | +375.9% | +4,003.4% | -3,627.6% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling