+228.9%
RIO vs TXG
+21.5%
+207.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | 0.0% |
| 7D | +1.9% | +9.4% | -7.4% | +0.8% |
| 30D | +5.0% | +26.1% | -21.1% | +1.9% |
| 3M | +5.1% | +124.8% | -119.7% | -5.3% |
| 6M | +17.6% | +215.2% | -197.6% | +1.1% |
| YTD | +36.3% | +302.2% | -265.9% | +13.3% |
| 1Y | +71.2% | +370.9% | -299.7% | +38.3% |
| 3Y | +102.7% | +38.5% | +64.2% | +81.8% |
| 5Y | +99.6% | -64.4% | +163.9% | +96.2% |
| All | +228.9% | +21.5% | +207.5% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling