-7.0%
TSN vs RRC
+4.5%
-11.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -7.3% | -1.7% | -5.6% | -7.2% |
| 30D | -8.6% | +3.6% | -12.2% | -8.9% |
| 3M | -7.5% | +8.8% | -16.4% | -8.2% |
| 6M | -14.1% | +0.8% | -14.9% | -14.3% |
| YTD | -9.4% | +19.0% | -28.4% | -10.9% |
| 1Y | -4.1% | +22.9% | -27.0% | -6.0% |
| 3Y | +10.3% | +32.3% | -22.0% | +6.4% |
| 5Y | -19.7% | +151.6% | -171.3% | -28.1% |
| 10Y | -7.0% | +5.5% | -12.5% | -25.1% |
| All | -7.0% | +4.5% | -11.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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