+61.4%
RIO vs TLN
+710.8%
-649.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | -0.9% | +11.0% | -12.0% | -1.9% |
| 30D | -9.1% | +4.9% | -14.0% | -9.7% |
| 3M | -13.7% | +4.9% | -18.6% | -14.4% |
| 6M | -24.3% | +7.1% | -31.5% | -25.3% |
| YTD | +8.9% | +0.3% | +8.6% | +7.6% |
| 1Y | +22.7% | +5.9% | +16.8% | +20.6% |
| 3Y | +51.2% | +578.5% | -527.3% | +19.5% |
| All | +61.4% | +710.8% | -649.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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