+30.8%
RIO vs TXT
+9.2%
+21.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.9% |
| 7D | -1.6% | +10.6% | -12.2% | -3.8% |
| 30D | -11.6% | +14.4% | -26.0% | -14.5% |
| 3M | -12.7% | -2.7% | -10.0% | -11.3% |
| 6M | -12.4% | -4.7% | -7.7% | -10.5% |
| YTD | +11.0% | -0.5% | +11.5% | +10.8% |
| 1Y | +30.8% | +8.7% | +22.1% | +24.4% |
| All | +30.8% | +9.2% | +21.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling