+101.9%
RIO vs TLN
+589.3%
-487.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +1.0% | +5.8% | -4.9% | +0.4% |
| 30D | +4.0% | -6.9% | +10.9% | +4.6% |
| 3M | +4.5% | -10.9% | +15.4% | +5.4% |
| 6M | +17.3% | -4.6% | +21.9% | +17.5% |
| YTD | +36.2% | -14.7% | +50.9% | +37.1% |
| 1Y | +76.1% | -17.9% | +94.1% | +77.7% |
| 3Y | +102.5% | +483.9% | -381.3% | +62.6% |
| All | +101.9% | +589.3% | -487.4% | +68.3% |
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