-41.5%
RIG vs TSN
+427.4%
-468.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -2.7% | -5.0% | +2.3% | -1.3% |
| 30D | +9.5% | -9.1% | +18.6% | +12.4% |
| 3M | -6.6% | -7.4% | +0.8% | -5.0% |
| 6M | -2.9% | -13.4% | +10.5% | +0.2% |
| YTD | +39.5% | -8.5% | +48.0% | +41.6% |
| 1Y | +82.3% | -3.2% | +85.5% | +81.9% |
| 3Y | -29.6% | +11.5% | -41.1% | -33.2% |
| 5Y | +63.2% | -19.5% | +82.7% | +68.7% |
| 10Y | -45.0% | -9.1% | -35.9% | -44.6% |
| All | -41.5% | +427.4% | -468.8% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling