+216.7%
RIO vs TXG
+27.0%
+189.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | +0.2% |
| 7D | -3.2% | +9.5% | -12.7% | -4.3% |
| 30D | +0.9% | +18.8% | -17.8% | -1.3% |
| 3M | -1.4% | +136.1% | -137.5% | -11.8% |
| 6M | +10.9% | +235.2% | -224.3% | -5.4% |
| YTD | +31.2% | +320.5% | -289.3% | +8.5% |
| 1Y | +67.9% | +425.2% | -357.3% | +33.9% |
| 3Y | +88.8% | +42.9% | +45.9% | +68.7% |
| 5Y | +93.1% | -62.8% | +155.9% | +88.9% |
| All | +216.7% | +27.0% | +189.7% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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