+584.5%
RIO vs TD
+306.3%
+278.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -2.9% |
| 30D | +0.9% | -1.9% | +2.8% | +2.0% |
| 3M | -1.4% | +4.8% | -6.2% | -5.1% |
| 6M | +10.9% | +28.0% | -17.0% | -7.3% |
| YTD | +31.2% | +30.3% | +0.9% | +8.3% |
| 1Y | +67.9% | +59.8% | +8.1% | +19.8% |
| 3Y | +88.8% | +124.7% | -35.9% | +3.1% |
| 5Y | +93.1% | +127.0% | -33.8% | +3.4% |
| All | +584.5% | +306.3% | +278.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling