-19.5%
TSN vs RGEN
-42.7%
+23.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -5.0% | -0.9% | -4.2% | -5.0% |
| 30D | -9.1% | +2.8% | -11.9% | -9.3% |
| 3M | -7.4% | +34.5% | -41.9% | -9.1% |
| 6M | -13.4% | +40.5% | -53.8% | -15.4% |
| YTD | -8.5% | +2.8% | -11.3% | -8.9% |
| 1Y | -3.2% | +39.6% | -42.8% | -5.8% |
| 3Y | +11.5% | +4.4% | +7.1% | +8.8% |
| 5Y | -19.5% | -42.8% | +23.2% | -24.6% |
| All | -19.5% | -42.7% | +23.2% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling