+51.8%
RIO vs TSN
+43.0%
+8.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | +0.1% | -1.4% | +1.6% | +0.3% |
| 30D | -10.5% | +10.2% | -20.7% | -11.4% |
| 3M | -15.9% | +7.2% | -23.1% | -16.6% |
| 6M | -22.3% | -10.6% | -11.7% | -21.1% |
| YTD | +9.3% | +3.7% | +5.6% | +8.4% |
| 1Y | +23.0% | +13.5% | +9.6% | +20.1% |
| All | +51.8% | +43.0% | +8.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling