-18.9%
TSN vs RNG
-69.9%
+51.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 6M | -14.1% | +67.0% | -81.2% | -17.2% |
| YTD | -9.4% | +142.4% | -151.9% | -15.0% |
| 1Y | -4.1% | +120.4% | -124.5% | -9.6% |
| 3Y | +10.3% | +122.1% | -111.8% | +2.3% |
| All | -18.9% | -69.9% | +51.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling