+98.1%
RIO vs TXT
+14.4%
+83.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | +3.6% | -1.1% | +4.6% | +3.9% |
| 30D | -10.8% | +17.1% | -27.9% | -16.2% |
| 3M | -15.2% | -2.6% | -12.6% | -14.7% |
| 6M | -18.0% | -4.6% | -13.5% | -17.2% |
| YTD | +11.0% | -0.3% | +11.3% | +9.6% |
| 1Y | +26.4% | +5.9% | +20.5% | +21.9% |
| 3Y | +54.4% | +14.4% | +40.0% | +39.9% |
| 5Y | +98.1% | +15.9% | +82.2% | +74.3% |
| All | +98.1% | +14.4% | +83.7% | +74.3% |
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