+88.9%
RIO vs TSN
-16.4%
+105.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +0.1% | -1.4% | +1.6% | +0.4% |
| 30D | -10.5% | +10.2% | -20.7% | -12.3% |
| 3M | -15.9% | +7.2% | -23.1% | -17.3% |
| 6M | -22.3% | -10.6% | -11.7% | -20.5% |
| YTD | +9.3% | +3.7% | +5.6% | +7.5% |
| 1Y | +23.0% | +13.5% | +9.6% | +18.0% |
| 3Y | +52.1% | +40.1% | +12.0% | +33.9% |
| 5Y | +88.9% | -14.5% | +103.3% | +102.6% |
| All | +88.9% | -16.4% | +105.3% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling