+12.7%
RIO vs TLN
-6.8%
+19.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | -0.4% |
| 7D | 0.0% | +7.1% | -7.1% | -1.5% |
| 30D | +4.0% | -3.9% | +7.9% | +4.4% |
| 3M | +0.1% | -16.2% | +16.3% | +3.2% |
| 6M | +12.7% | -5.8% | +18.5% | +12.7% |
| All | +12.7% | -6.8% | +19.5% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling