+86.8%
RIO vs TPG
+74.1%
+12.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -3.2% | -9.4% | +6.2% | -1.0% |
| 30D | +0.9% | -5.3% | +6.2% | +1.9% |
| 3M | -1.4% | +12.9% | -14.4% | -4.7% |
| 6M | +10.9% | +20.1% | -9.1% | +5.4% |
| YTD | +31.2% | -22.5% | +53.7% | +37.5% |
| 1Y | +67.9% | -19.7% | +87.6% | +73.8% |
| 3Y | +88.8% | +81.2% | +7.6% | +49.9% |
| All | +86.8% | +74.1% | +12.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 all: compounded portfolio wealth divided by compounded TPG 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…
all analysis · Full analysis span regression · 6 months rolling