+12,759.1%
TDG vs RIO
+641.4%
+12,117.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -8.0% | +4.0% | -12.0% | -9.2% |
| 3M | -10.5% | +4.5% | -15.0% | -12.0% |
| 6M | -11.9% | +17.3% | -29.3% | -16.5% |
| YTD | -15.4% | +36.2% | -51.5% | -23.5% |
| 1Y | -14.2% | +76.1% | -90.4% | -28.3% |
| 3Y | +51.0% | +102.5% | -51.5% | +19.1% |
| 5Y | +126.5% | +103.5% | +22.9% | +75.0% |
| 10Y | +535.6% | +619.2% | -83.6% | +242.8% |
| All | +12,759.1% | +641.4% | +12,117.7% | +5,130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling