+4,887.7%
RIO vs TSN
+837.1%
+4,050.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +0.1% | -1.4% | +1.6% | +0.5% |
| 30D | -10.5% | +10.2% | -20.7% | -12.7% |
| 3M | -15.9% | +7.2% | -23.1% | -17.5% |
| 6M | -22.3% | -10.6% | -11.7% | -20.6% |
| YTD | +9.3% | +3.7% | +5.6% | +7.3% |
| 1Y | +23.0% | +13.5% | +9.6% | +18.0% |
| 3Y | +52.1% | +40.1% | +12.0% | +36.8% |
| 5Y | +88.9% | -14.5% | +103.3% | +90.1% |
| 10Y | +354.1% | +15.7% | +338.5% | +308.1% |
| All | +4,887.7% | +837.1% | +4,050.5% | +2,464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling