+51.2%
RIO vs TD
+132.8%
-81.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | -9.1% | +5.2% | -14.3% | -11.3% |
| 3M | -13.7% | +1.2% | -14.9% | -14.3% |
| 6M | -24.3% | +17.7% | -42.1% | -30.5% |
| YTD | +8.9% | +34.2% | -25.3% | -5.9% |
| 1Y | +22.7% | +55.4% | -32.8% | -0.1% |
| 3Y | +51.2% | +130.4% | -79.2% | +5.7% |
| All | +51.2% | +132.8% | -81.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling