+895.4%
TSN vs RRC
+1,202.2%
-306.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -6.3% | +1.3% | -7.6% | -6.4% |
| 30D | -10.8% | +10.1% | -20.9% | -11.4% |
| 3M | -8.8% | +4.0% | -12.8% | -9.1% |
| 6M | -16.8% | +1.6% | -18.4% | -17.1% |
| YTD | -10.0% | +19.7% | -29.7% | -11.4% |
| 1Y | -5.3% | +21.4% | -26.7% | -6.9% |
| 3Y | +8.5% | +29.7% | -21.1% | +5.2% |
| 5Y | -22.9% | +153.9% | -176.8% | -30.2% |
| 10Y | -12.6% | +10.8% | -23.5% | -22.0% |
| All | +895.4% | +1,202.2% | -306.8% | +716.5% |
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