+1,067.1%
TSN vs RVTY
+2,976.2%
-1,909.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +5.8% | -2.7% | +8.5% | +6.2% |
| 30D | +12.8% | +3.2% | +9.6% | +12.0% |
| 3M | +6.5% | +37.2% | -30.7% | +0.4% |
| 6M | -10.3% | +57.7% | -68.0% | -17.8% |
| YTD | +5.5% | +64.8% | -59.3% | -4.6% |
| 1Y | +15.8% | +72.8% | -57.0% | +3.7% |
| 3Y | +42.5% | +89.8% | -47.3% | +23.6% |
| 5Y | -14.3% | -8.4% | -5.9% | -17.2% |
| 10Y | +18.2% | +219.5% | -201.3% | -10.2% |
| All | +1,067.1% | +2,976.2% | -1,909.1% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling