+341.7%
TSN vs RL
+1,568.4%
-1,226.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -0.9% |
| 7D | +4.9% | +0.2% | +4.6% | +4.7% |
| 30D | +12.1% | +7.3% | +4.7% | +10.2% |
| 3M | +4.1% | +1.0% | +3.1% | +3.6% |
| 6M | -10.9% | +11.8% | -22.7% | -13.7% |
| YTD | +4.8% | +13.6% | -8.8% | +0.6% |
| 1Y | +17.6% | +24.0% | -6.4% | +10.8% |
| 3Y | +43.2% | +256.6% | -213.4% | +3.3% |
| 5Y | -13.9% | +240.2% | -254.1% | -38.7% |
| 10Y | +11.8% | +373.0% | -361.1% | -31.3% |
| All | +341.7% | +1,568.4% | -1,226.7% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling