+1,946.8%
RIO vs TRI
+507.2%
+1,439.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.0% |
| 7D | +1.0% | -8.4% | +9.4% | +5.8% |
| 30D | +4.0% | -6.5% | +10.5% | +7.1% |
| 3M | +4.5% | +18.6% | -14.0% | -10.4% |
| 6M | +17.3% | -10.4% | +27.8% | +16.1% |
| YTD | +36.2% | -23.7% | +59.9% | +45.0% |
| 1Y | +76.1% | -42.5% | +118.6% | +127.6% |
| 3Y | +102.5% | -19.3% | +121.8% | +94.0% |
| 5Y | +103.5% | -9.7% | +113.2% | +72.5% |
| 10Y | +619.2% | +194.4% | +424.7% | +115.8% |
| All | +1,946.8% | +507.2% | +1,439.7% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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