+51.4%
RIOT vs TSN
-12.4%
+63.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.7% |
| 7D | +25.1% | -5.0% | +30.2% | +22.8% |
| 30D | +8.5% | -9.1% | +17.6% | +5.8% |
| 3M | -13.4% | -7.4% | -5.9% | -14.5% |
| All | +51.4% | -12.4% | +63.8% | +45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling