+4,988.9%
RIO vs TXT
+2,282.9%
+2,706.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | -9.9% | +13.4% | -23.3% | -14.8% |
| 3M | -14.0% | -2.5% | -11.5% | -13.8% |
| 6M | -19.5% | -6.2% | -13.3% | -18.4% |
| YTD | +11.5% | -1.3% | +12.9% | +10.3% |
| 1Y | +26.9% | +4.3% | +22.6% | +22.8% |
| 3Y | +55.1% | +13.2% | +41.9% | +42.4% |
| 5Y | +90.7% | +12.4% | +78.3% | +72.4% |
| 10Y | +363.3% | +94.8% | +268.6% | +210.9% |
| All | +4,988.9% | +2,282.9% | +2,706.0% | +1,790.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling