+381.4%
RIO vs TMF
-83.0%
+464.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +4.4% | +0.6% | +3.8% | +4.5% |
| 30D | -8.9% | +16.3% | -25.2% | -7.6% |
| 3M | -12.7% | -2.7% | -10.0% | -12.8% |
| 6M | -16.2% | -13.2% | -3.0% | -17.2% |
| YTD | +13.4% | -16.7% | +30.1% | +11.8% |
| 1Y | +30.9% | -22.7% | +53.6% | +28.1% |
| 3Y | +60.2% | -26.1% | +86.3% | +58.7% |
| 5Y | +98.9% | -88.4% | +187.3% | +47.2% |
| 10Y | +381.4% | -81.8% | +463.3% | +313.8% |
| All | +381.4% | -83.0% | +464.4% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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