+190.5%
RIO vs TW
+206.7%
-16.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -3.2% | -4.5% | +1.3% | -2.3% |
| 30D | +0.9% | -2.3% | +3.2% | +1.3% |
| 3M | -1.4% | +2.6% | -4.0% | -2.5% |
| 6M | +10.9% | -17.5% | +28.5% | +14.8% |
| YTD | +31.2% | -5.3% | +36.5% | +30.8% |
| 1Y | +67.9% | -14.8% | +82.7% | +71.7% |
| 3Y | +88.8% | +18.8% | +70.0% | +71.7% |
| 5Y | +93.1% | +20.7% | +72.4% | +70.4% |
| All | +190.5% | +206.7% | -16.2% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling