+537.0%
TDG vs RIO
+608.6%
-71.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.9% | -3.2% | +1.3% | -0.7% |
| 30D | -7.7% | +0.9% | -8.6% | -8.2% |
| 3M | -9.3% | -1.4% | -7.9% | -9.4% |
| 6M | -9.4% | +10.9% | -20.3% | -13.9% |
| YTD | -14.3% | +31.2% | -45.5% | -24.5% |
| 1Y | -11.8% | +67.9% | -79.7% | -30.1% |
| 3Y | +52.0% | +88.8% | -36.8% | +11.1% |
| 5Y | +128.8% | +93.1% | +35.7% | +59.8% |
| All | +537.0% | +608.6% | -71.7% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling