+95.9%
RIO vs TSN
+10.3%
+85.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.0% | -7.3% | +8.3% | +1.8% |
| 30D | +4.0% | -8.6% | +12.7% | +5.1% |
| 3M | +4.5% | -7.5% | +12.1% | +5.3% |
| 6M | +17.3% | -14.1% | +31.5% | +19.1% |
| YTD | +36.2% | -9.4% | +45.6% | +37.0% |
| 1Y | +76.1% | -4.1% | +80.2% | +75.3% |
| All | +95.9% | +10.3% | +85.6% | +81.9% |
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 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