+6,084.9%
RIO vs TSN
+713.1%
+5,371.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | 0.0% | -6.3% | +6.3% | +1.5% |
| 30D | +4.0% | -10.8% | +14.8% | +6.8% |
| 3M | +0.1% | -8.8% | +8.9% | +1.9% |
| 6M | +12.7% | -16.8% | +29.5% | +17.1% |
| YTD | +35.6% | -10.0% | +45.6% | +37.9% |
| 1Y | +73.7% | -5.3% | +78.9% | +74.0% |
| 3Y | +93.3% | +8.5% | +84.8% | +85.3% |
| 5Y | +92.4% | -22.9% | +115.4% | +98.7% |
| 10Y | +606.9% | -12.6% | +619.6% | +579.3% |
| All | +6,084.9% | +713.1% | +5,371.7% | +3,194.6% |
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 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