+148.6%
TE vs RIO
+73.7%
+74.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | -4.0% | 0.0% | -3.9% | -3.9% |
| 30D | -15.9% | +4.0% | -19.9% | -19.1% |
| 3M | -60.5% | +0.1% | -60.7% | -60.5% |
| 6M | -35.2% | +12.7% | -47.9% | -39.1% |
| YTD | -31.1% | +35.6% | -66.7% | -42.0% |
| 1Y | +148.6% | +73.7% | +75.0% | +74.9% |
| All | +148.6% | +73.7% | +74.9% | +74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling