+26.4%
RIO vs TLN
-8.6%
+34.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | -10.8% | -4.6% | -6.2% | -10.4% |
| 3M | -15.2% | +5.2% | -20.5% | -16.4% |
| 6M | -18.0% | -6.5% | -11.5% | -18.2% |
| YTD | +11.0% | -3.6% | +14.6% | +10.0% |
| 1Y | +26.4% | -8.2% | +34.6% | +25.0% |
| All | +26.4% | -8.6% | +34.9% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling