+94.7%
RIO vs TMF
-42.2%
+136.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | +4.0% | -2.8% | +6.8% | +4.2% |
| 3M | +0.1% | -10.9% | +11.0% | +1.0% |
| 6M | +12.7% | -21.3% | +34.0% | +14.6% |
| YTD | +35.6% | -15.9% | +51.4% | +37.2% |
| 1Y | +73.7% | -15.7% | +89.4% | +75.6% |
| All | +94.7% | -42.2% | +136.9% | +105.8% |
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 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