-6.6%
RIG vs TSN
-12.4%
+5.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.4% |
| 7D | -2.7% | -5.0% | +2.3% | -3.1% |
| 30D | +9.5% | -9.1% | +18.6% | +8.1% |
| 3M | -6.6% | -7.4% | +0.8% | -7.8% |
| All | -6.6% | -12.4% | +5.7% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling