-44.8%
TE vs RIO
+98.7%
-143.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | +15.0% | +1.0% | +14.0% | +14.2% |
| 30D | -7.5% | +4.0% | -11.6% | -10.3% |
| 3M | -42.0% | +4.5% | -46.5% | -43.6% |
| 6M | -31.4% | +17.3% | -48.8% | -38.0% |
| YTD | -26.5% | +36.2% | -62.7% | -40.2% |
| 1Y | +153.1% | +76.1% | +76.9% | +73.2% |
| 3Y | -20.7% | +102.5% | -123.2% | -48.2% |
| All | -44.8% | +98.7% | -143.4% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling