-7.7%
TSN vs RUN
+43.4%
-51.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +1.4% | -3.4% | +4.7% | +1.5% |
| 30D | -6.2% | -14.0% | +7.8% | -5.5% |
| 3M | -5.7% | -27.5% | +21.8% | -4.4% |
| 6M | -11.4% | -29.0% | +17.6% | -10.4% |
| YTD | -8.2% | -53.1% | +44.9% | -5.9% |
| 1Y | -2.0% | -46.7% | +44.7% | -0.8% |
| 3Y | +11.9% | -38.3% | +50.2% | +4.7% |
| 5Y | -17.8% | -80.7% | +62.9% | -19.6% |
| All | -7.7% | +43.4% | -51.1% | -35.3% |
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