-5.3%
TSN vs RNG
+144.7%
-150.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.6% |
| 7D | -6.3% | +5.8% | -12.1% | -6.5% |
| 30D | -10.8% | +19.6% | -30.4% | -11.3% |
| 3M | -8.8% | +67.0% | -75.8% | -10.5% |
| 6M | -16.8% | +88.4% | -105.2% | -18.1% |
| YTD | -10.0% | +155.5% | -165.5% | -11.8% |
| 1Y | -5.3% | +141.7% | -146.9% | -7.1% |
| All | -5.3% | +144.7% | -150.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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