-6.8%
TSN vs RNG
+222.9%
-229.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.0% | -6.1% | +9.1% | +3.5% |
| 30D | -4.2% | +9.6% | -13.8% | -5.0% |
| 3M | -3.9% | +83.3% | -87.2% | -8.7% |
| 6M | -9.8% | +77.9% | -87.8% | -14.5% |
| YTD | -7.3% | +139.9% | -147.2% | -14.8% |
| 1Y | -2.2% | +121.7% | -123.9% | -9.7% |
| 3Y | +11.9% | +121.9% | -110.0% | +1.3% |
| 5Y | -16.9% | -68.4% | +51.4% | -14.4% |
| All | -6.8% | +222.9% | -229.7% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling