+603.1%
RIO vs TMF
-86.8%
+689.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.9% | +1.0% | +1.0% | +2.0% |
| 30D | +5.0% | -1.8% | +6.8% | +4.8% |
| 3M | +5.1% | -8.2% | +13.4% | +4.4% |
| 6M | +17.6% | -19.5% | +37.1% | +15.3% |
| YTD | +36.3% | -16.0% | +52.3% | +34.3% |
| 1Y | +71.2% | -22.5% | +93.7% | +67.5% |
| 3Y | +102.7% | -42.3% | +145.0% | +94.4% |
| 5Y | +99.6% | -87.7% | +187.3% | +49.8% |
| 10Y | +603.1% | -86.5% | +689.6% | +523.4% |
| All | +603.1% | -86.8% | +689.9% | +523.4% |
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