+2,537.9%
RIO vs TD
+8,075.2%
-5,537.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +1.1% | -2.0% | -1.6% |
| 30D | -9.1% | +5.2% | -14.3% | -12.2% |
| 3M | -13.7% | +1.2% | -14.9% | -14.8% |
| 6M | -24.3% | +17.7% | -42.1% | -32.7% |
| YTD | +8.9% | +34.2% | -25.3% | -11.2% |
| 1Y | +22.7% | +55.4% | -32.8% | -9.4% |
| 3Y | +51.2% | +130.4% | -79.2% | -15.9% |
| 5Y | +88.1% | +101.8% | -13.7% | +13.7% |
| 10Y | +352.3% | +301.9% | +50.5% | +69.3% |
| All | +2,537.9% | +8,075.2% | -5,537.3% | +362.8% |
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