+101.0%
RIO vs TLN
+583.6%
-482.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | +0.1% |
| 7D | 0.0% | +7.1% | -7.1% | -0.7% |
| 30D | +4.0% | -3.9% | +7.9% | +4.2% |
| 3M | +0.1% | -16.2% | +16.3% | +1.6% |
| 6M | +12.7% | -5.8% | +18.5% | +13.0% |
| YTD | +35.6% | -15.4% | +51.0% | +36.6% |
| 1Y | +73.7% | -16.7% | +90.4% | +75.1% |
| 3Y | +93.3% | +473.8% | -380.5% | +55.3% |
| All | +101.0% | +583.6% | -482.6% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling