+11.6%
TSN vs RUN
+68.6%
-57.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.4% | -13.5% | +12.1% | -0.8% |
| 30D | +8.5% | +18.3% | -9.8% | +7.4% |
| 3M | +5.3% | -12.5% | +17.8% | +5.7% |
| 6M | -10.5% | -40.3% | +29.8% | -8.7% |
| YTD | +3.0% | -53.1% | +56.1% | +5.3% |
| 1Y | +12.1% | -54.3% | +66.4% | +14.6% |
| 3Y | +43.1% | -6.5% | +49.6% | +30.0% |
| 5Y | -15.1% | -85.3% | +70.2% | -14.8% |
| All | +11.6% | +68.6% | -57.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling