+584.5%
RIO vs TSN
-4.9%
+589.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -3.2% | +3.0% | -6.2% | -3.9% |
| 30D | +0.9% | -4.2% | +5.1% | +1.8% |
| 3M | -1.4% | -3.9% | +2.5% | -0.9% |
| 6M | +10.9% | -9.8% | +20.8% | +13.0% |
| YTD | +31.2% | -7.3% | +38.5% | +32.4% |
| 1Y | +67.9% | -2.2% | +70.1% | +66.7% |
| 3Y | +88.8% | +11.9% | +76.9% | +78.3% |
| 5Y | +93.1% | -16.9% | +110.1% | +96.7% |
| All | +584.5% | -4.9% | +589.4% | +550.9% |
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