+2,180.0%
RIO vs TDY
+6,954.6%
-4,774.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +1.0% | -1.8% | +2.8% | +1.6% |
| 30D | +4.0% | -13.8% | +17.8% | +9.1% |
| 3M | +4.5% | -3.9% | +8.4% | +5.7% |
| 6M | +17.3% | -9.0% | +26.3% | +20.9% |
| YTD | +36.2% | +16.5% | +19.6% | +29.3% |
| 1Y | +76.1% | +9.3% | +66.9% | +70.4% |
| 3Y | +102.5% | +45.1% | +57.4% | +76.4% |
| 5Y | +103.5% | +35.0% | +68.5% | +79.4% |
| 10Y | +619.2% | +469.0% | +150.2% | +293.8% |
| All | +2,180.0% | +6,954.6% | -4,774.6% | +854.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling