+279.4%
TSN vs RL
+1,366.2%
-1,086.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.1% |
| 7D | -6.3% | -0.8% | -5.5% | -6.2% |
| 30D | -10.8% | -7.8% | -3.0% | -9.4% |
| 3M | -8.8% | -4.0% | -4.8% | -8.3% |
| 6M | -16.8% | -1.9% | -14.9% | -17.3% |
| YTD | -10.0% | -0.2% | -9.8% | -11.0% |
| 1Y | -5.3% | +10.7% | -15.9% | -8.6% |
| 3Y | +8.5% | +210.8% | -202.2% | -19.4% |
| 5Y | -22.9% | +238.2% | -261.2% | -45.3% |
| 10Y | -12.6% | +313.4% | -326.0% | -44.7% |
| All | +279.4% | +1,366.2% | -1,086.8% | +59.8% |
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