-53.4%
TE vs RIO
+188.4%
-241.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.2% | -2.5% | -4.7% |
| 7D | +0.9% | -3.4% | +4.2% | +2.6% |
| 30D | -16.3% | +0.6% | -16.8% | -16.4% |
| 3M | -40.8% | +2.5% | -43.3% | -41.2% |
| 6M | -42.6% | +10.8% | -53.4% | -44.5% |
| YTD | -31.4% | +30.5% | -61.9% | -38.0% |
| 1Y | +144.9% | +68.1% | +76.8% | +100.0% |
| 3Y | -26.0% | +94.0% | -120.0% | -41.0% |
| 5Y | -48.5% | +92.0% | -140.5% | -58.9% |
| All | -53.4% | +188.4% | -241.8% | -63.0% |
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