+76.1%
RIO vs TXT
-3.0%
+79.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.0% | +0.8% | +0.1% | +0.7% |
| 30D | +4.0% | -10.4% | +14.5% | +7.4% |
| 3M | +4.5% | -14.3% | +18.9% | +9.2% |
| 6M | +17.3% | -15.1% | +32.4% | +22.1% |
| YTD | +36.2% | -8.3% | +44.5% | +39.1% |
| 1Y | +76.1% | -0.7% | +76.9% | +78.7% |
| All | +76.1% | -3.0% | +79.2% | +78.7% |
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