-19.5%
TSN vs RVTY
-32.1%
+12.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -9.1% | +10.8% | -19.9% | -10.4% |
| 3M | -7.4% | +26.8% | -34.2% | -10.7% |
| 6M | -13.4% | +39.3% | -52.7% | -18.1% |
| YTD | -8.5% | +31.6% | -40.1% | -12.9% |
| 1Y | -3.2% | +47.7% | -50.9% | -9.9% |
| 3Y | +11.5% | +19.9% | -8.4% | +5.3% |
| 5Y | -19.5% | -32.3% | +12.8% | -20.6% |
| All | -19.5% | -32.1% | +12.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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