-19.7%
TSN vs RUN
-80.3%
+60.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.9% |
| 7D | -7.3% | -1.8% | -5.5% | -7.2% |
| 30D | -8.6% | -10.8% | +2.2% | -8.4% |
| 3M | -7.5% | -30.2% | +22.6% | -6.7% |
| 6M | -14.1% | -22.3% | +8.2% | -13.9% |
| YTD | -9.4% | -52.2% | +42.7% | -8.2% |
| 1Y | -4.1% | -45.1% | +41.0% | -3.6% |
| 3Y | +10.3% | -37.1% | +47.4% | +5.1% |
| 5Y | -19.7% | -80.3% | +60.5% | -22.1% |
| All | -19.7% | -80.3% | +60.5% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling