-17.8%
TSN vs RRX
+14.8%
-32.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.6% |
| 7D | +1.4% | -3.7% | +5.1% | +1.7% |
| 30D | -6.2% | -9.3% | +3.1% | -5.4% |
| 3M | -5.7% | -21.8% | +16.1% | -4.3% |
| 6M | -11.4% | -22.0% | +10.6% | -10.5% |
| YTD | -8.2% | +11.9% | -20.1% | -11.0% |
| 1Y | -2.0% | +11.6% | -13.6% | -5.3% |
| 3Y | +11.9% | +2.2% | +9.7% | +7.3% |
| 5Y | -17.8% | +14.9% | -32.6% | -25.6% |
| All | -17.8% | +14.8% | -32.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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