+901.6%
TSN vs RRX
+3,824.6%
-2,923.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.5% |
| 7D | -7.3% | -0.7% | -6.6% | -7.2% |
| 30D | -8.6% | -8.0% | -0.7% | -7.0% |
| 3M | -7.5% | -25.1% | +17.5% | -2.8% |
| 6M | -14.1% | -18.3% | +4.1% | -12.4% |
| YTD | -9.4% | +14.2% | -23.6% | -15.0% |
| 1Y | -4.1% | +13.0% | -17.1% | -10.3% |
| 3Y | +10.3% | +4.2% | +6.1% | +0.3% |
| 5Y | -19.7% | +17.9% | -37.6% | -31.0% |
| 10Y | -7.0% | +220.4% | -227.4% | -39.7% |
| All | +901.6% | +3,824.6% | -2,923.0% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling