+895.4%
TSN vs RVTY
+2,416.7%
-1,521.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -6.3% | +1.1% | -7.4% | -6.5% |
| 30D | -10.8% | +13.2% | -24.0% | -12.8% |
| 3M | -8.8% | +27.2% | -36.0% | -12.8% |
| 6M | -16.8% | +32.4% | -49.2% | -21.4% |
| YTD | -10.0% | +34.9% | -44.9% | -15.5% |
| 1Y | -5.3% | +52.4% | -57.6% | -13.1% |
| 3Y | +8.5% | +12.3% | -3.8% | +3.1% |
| 5Y | -22.9% | -30.8% | +7.9% | -21.5% |
| 10Y | -12.6% | +150.7% | -163.3% | -30.5% |
| All | +895.4% | +2,416.7% | -1,521.3% | +386.2% |
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