+30.8%
RIO vs TSN
+19.9%
+10.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +3.5% |
| 7D | -1.6% | +8.4% | -10.0% | -1.7% |
| 30D | -11.6% | +16.1% | -27.7% | -11.8% |
| 3M | -12.7% | +3.2% | -15.9% | -12.8% |
| 6M | -12.4% | -11.1% | -1.3% | -11.4% |
| YTD | +11.0% | +5.1% | +5.9% | +11.5% |
| 1Y | +30.8% | +19.4% | +11.4% | +30.4% |
| All | +30.8% | +19.9% | +10.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling