+99.6%
RIO vs TXT
+12.6%
+87.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +5.0% | -11.1% | +16.0% | +9.5% |
| 3M | +5.1% | -13.0% | +18.1% | +10.3% |
| 6M | +17.6% | -16.2% | +33.8% | +25.0% |
| YTD | +36.3% | -8.7% | +45.0% | +39.6% |
| 1Y | +71.2% | -3.8% | +75.0% | +71.5% |
| 3Y | +102.7% | +5.5% | +97.2% | +90.2% |
| 5Y | +99.6% | +12.3% | +87.3% | +74.6% |
| All | +99.6% | +12.6% | +87.0% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling