-2.0%
TSN vs RUN
-46.7%
+44.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.4% |
| 7D | +1.4% | -3.4% | +4.7% | +1.3% |
| 30D | -6.2% | -14.0% | +7.8% | -6.4% |
| 3M | -5.7% | -27.5% | +21.8% | -6.1% |
| 6M | -11.4% | -29.0% | +17.6% | -11.8% |
| YTD | -8.2% | -53.1% | +44.9% | -9.3% |
| 1Y | -2.0% | -46.7% | +44.7% | -2.8% |
| All | -2.0% | -46.7% | +44.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling