+87.7%
RIO vs TXG
+39.1%
+48.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.0% |
| 7D | -3.4% | +5.0% | -8.4% | -3.9% |
| 30D | +0.6% | +13.5% | -12.9% | -1.0% |
| 3M | +2.5% | +128.0% | -125.5% | -7.4% |
| 6M | +10.8% | +224.4% | -213.6% | -4.4% |
| YTD | +30.5% | +307.0% | -276.5% | +9.3% |
| 1Y | +68.1% | +427.2% | -359.1% | +35.6% |
| All | +87.7% | +39.1% | +48.6% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling