+9.3%
TSN vs RNG
+122.1%
-112.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -7.3% | -4.1% | -3.2% | -7.1% |
| 30D | -8.6% | +8.6% | -17.3% | -9.2% |
| 3M | -7.5% | +78.0% | -85.5% | -11.2% |
| 6M | -14.1% | +67.0% | -81.2% | -17.4% |
| YTD | -9.4% | +142.4% | -151.9% | -15.7% |
| 1Y | -4.1% | +120.4% | -124.5% | -10.1% |
| All | +9.3% | +122.1% | -112.8% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling