+91.5%
RIO vs TSN
-17.2%
+108.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -3.2% | +3.0% | -6.2% | -3.8% |
| 30D | +0.9% | -4.2% | +5.1% | +1.7% |
| 3M | -1.4% | -3.9% | +2.5% | -1.0% |
| 6M | +10.9% | -9.8% | +20.8% | +12.6% |
| YTD | +31.2% | -7.3% | +38.5% | +32.1% |
| 1Y | +67.9% | -2.2% | +70.1% | +66.4% |
| 3Y | +88.8% | +11.9% | +76.9% | +76.7% |
| All | +91.5% | -17.2% | +108.7% | +108.3% |
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