-42.2%
RIG vs TSN
-4.9%
-37.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | -3.1% | +3.0% | -6.1% | -4.7% |
| 30D | -0.5% | -4.2% | +3.7% | +1.6% |
| 3M | -6.0% | -3.9% | -2.1% | -4.9% |
| 6M | -10.1% | -9.8% | -0.3% | -7.0% |
| YTD | +37.3% | -7.3% | +44.6% | +39.5% |
| 1Y | +73.9% | -2.2% | +76.1% | +70.7% |
| 3Y | -30.2% | +11.9% | -42.1% | -39.0% |
| 5Y | +62.5% | -16.9% | +79.4% | +66.3% |
| All | -42.2% | -4.9% | -37.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling