+41.5%
TSN vs RRC
+50.2%
-8.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +4.9% | -10.3% | +15.2% | +5.0% |
| 30D | +12.1% | +19.5% | -7.4% | +11.6% |
| 3M | +4.1% | +27.9% | -23.8% | +3.6% |
| 6M | -10.9% | +21.2% | -32.0% | -11.3% |
| YTD | +4.8% | +39.6% | -34.8% | +4.0% |
| 1Y | +17.6% | +31.3% | -13.6% | +17.0% |
| All | +41.5% | +50.2% | -8.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling