+174.5%
TSN vs RNG
+340.1%
-165.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -1.4% | +4.6% | -6.0% | -1.7% |
| 30D | +8.5% | +0.4% | +8.1% | +8.3% |
| 3M | +5.3% | +11.4% | -6.1% | +4.2% |
| 6M | -10.5% | +95.7% | -106.2% | -15.1% |
| YTD | +3.0% | +162.9% | -159.9% | -5.2% |
| 1Y | +12.1% | +180.3% | -168.1% | +2.7% |
| 3Y | +43.1% | +188.3% | -145.2% | +28.7% |
| 5Y | -15.1% | -72.5% | +57.4% | -12.7% |
| 10Y | +14.8% | +236.7% | -221.9% | -2.4% |
| All | +174.5% | +340.1% | -165.7% | +133.2% |
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