+3,201.9%
RIO vs TD
+7,806.2%
-4,604.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.2% |
| 7D | +1.9% | +0.9% | +1.1% | +1.3% |
| 30D | +5.0% | -0.7% | +5.6% | +5.2% |
| 3M | +5.1% | +6.3% | -1.1% | +0.5% |
| 6M | +17.6% | +27.9% | -10.3% | -0.6% |
| YTD | +36.3% | +29.8% | +6.5% | +14.0% |
| 1Y | +71.2% | +63.7% | +7.5% | +22.4% |
| 3Y | +102.7% | +128.3% | -25.6% | +13.6% |
| 5Y | +99.6% | +125.5% | -25.9% | +12.0% |
| 10Y | +603.1% | +296.7% | +306.4% | +166.5% |
| All | +3,201.9% | +7,806.2% | -4,604.3% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling