+1,059.0%
TSN vs RRC
+1,511.7%
-452.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +11.8% | +25.2% | -13.4% | +9.8% |
| 3M | +7.1% | +27.8% | -20.7% | +5.0% |
| 6M | -9.2% | +27.2% | -36.4% | -11.0% |
| YTD | +4.8% | +48.2% | -43.4% | +1.4% |
| 1Y | +11.6% | +34.7% | -23.1% | +8.7% |
| 3Y | +41.5% | +62.2% | -20.7% | +34.8% |
| 5Y | -15.5% | +130.9% | -146.5% | -23.0% |
| 10Y | +16.9% | +73.4% | -56.6% | +1.0% |
| All | +1,059.0% | +1,511.7% | -452.8% | +834.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling