-9.1%
TSN vs RL
+304.3%
-313.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -5.0% | +1.9% | -6.9% | -5.4% |
| 30D | -9.1% | -12.2% | +3.1% | -7.0% |
| 3M | -7.4% | -6.6% | -0.8% | -6.5% |
| 6M | -13.4% | +3.2% | -16.5% | -14.6% |
| YTD | -8.5% | -1.3% | -7.2% | -9.2% |
| 1Y | -3.2% | +13.6% | -16.8% | -6.6% |
| 3Y | +11.5% | +210.9% | -199.4% | -15.4% |
| 5Y | -19.5% | +246.9% | -266.4% | -41.9% |
| 10Y | -9.1% | +310.1% | -319.2% | -38.0% |
| All | -9.1% | +304.3% | -313.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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