-2.0%
TSN vs RGEN
+39.1%
-41.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.4% | -2.9% | +4.3% | +1.4% |
| 30D | -6.2% | -0.1% | -6.1% | -6.2% |
| 3M | -5.7% | +25.9% | -31.6% | -5.6% |
| 6M | -11.4% | +35.2% | -46.6% | -11.2% |
| YTD | -8.2% | +0.5% | -8.7% | -7.1% |
| 1Y | -2.0% | +37.0% | -39.0% | -3.8% |
| All | -2.0% | +39.1% | -41.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling