+584.5%
RIO vs TDY
+479.2%
+105.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | -3.2% | -1.1% | -2.1% | -2.7% |
| 30D | +0.9% | -12.0% | +13.0% | +6.6% |
| 3M | -1.4% | -3.2% | +1.8% | -0.3% |
| 6M | +10.9% | -7.9% | +18.8% | +14.7% |
| YTD | +31.2% | +18.2% | +13.0% | +21.7% |
| 1Y | +67.9% | +6.7% | +61.3% | +62.2% |
| 3Y | +88.8% | +47.5% | +41.2% | +54.9% |
| 5Y | +93.1% | +39.5% | +53.6% | +59.1% |
| All | +584.5% | +479.2% | +105.3% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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