-19.5%
TSN vs RRC
+153.5%
-173.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | -5.0% | -1.2% | -3.8% | -5.0% |
| 30D | -9.1% | +9.4% | -18.5% | -9.7% |
| 3M | -7.4% | +7.4% | -14.8% | -8.0% |
| 6M | -13.4% | +1.5% | -14.8% | -13.6% |
| YTD | -8.5% | +19.4% | -27.9% | -9.9% |
| 1Y | -3.2% | +24.2% | -27.4% | -5.1% |
| 3Y | +11.5% | +32.8% | -21.3% | +7.3% |
| 5Y | -19.5% | +152.9% | -172.4% | -27.4% |
| All | -19.5% | +153.5% | -173.0% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling