+144.0%
TSN vs RNG
+309.1%
-165.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.0% | +2.0% |
| 7D | -5.0% | -0.8% | -4.2% | -5.0% |
| 30D | -9.1% | +11.4% | -20.5% | -9.8% |
| 3M | -7.4% | +72.1% | -79.5% | -11.2% |
| 6M | -13.4% | +67.9% | -81.3% | -17.1% |
| YTD | -8.5% | +144.3% | -152.8% | -15.2% |
| 1Y | -3.2% | +117.5% | -120.7% | -9.7% |
| 3Y | +11.5% | +123.9% | -112.4% | +2.1% |
| 5Y | -19.5% | -70.1% | +50.6% | -18.0% |
| 10Y | -9.1% | +215.9% | -225.0% | -22.2% |
| All | +144.0% | +309.1% | -165.1% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling