+90.0%
RIO vs TMF
-88.0%
+178.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | -10.1% | +19.7% | -29.9% | -10.6% |
| 3M | -14.1% | -2.1% | -12.0% | -14.1% |
| 6M | -18.9% | -13.4% | -5.5% | -18.6% |
| YTD | +9.9% | -16.7% | +26.6% | +10.3% |
| 1Y | +27.0% | -23.3% | +50.3% | +27.6% |
| 3Y | +50.1% | -24.8% | +74.9% | +51.1% |
| All | +90.0% | -88.0% | +178.0% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling