+50.1%
RIO vs TMF
-25.3%
+75.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | -10.1% | +19.7% | -29.9% | -11.7% |
| 3M | -14.1% | -2.1% | -12.0% | -14.0% |
| 6M | -18.9% | -13.4% | -5.5% | -18.0% |
| YTD | +9.9% | -16.7% | +26.6% | +11.3% |
| 1Y | +27.0% | -23.3% | +50.3% | +29.3% |
| 3Y | +50.1% | -24.8% | +74.9% | +51.2% |
| All | +50.1% | -25.3% | +75.4% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling