+309.3%
TEL vs RIO
+608.6%
-299.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | +1.6% | -3.2% | +4.8% | +3.0% |
| 30D | -0.7% | +0.9% | -1.6% | -1.3% |
| 3M | +2.4% | -1.4% | +3.9% | +2.6% |
| 6M | +4.1% | +10.9% | -6.8% | -1.5% |
| YTD | -5.8% | +31.2% | -37.0% | -17.8% |
| 1Y | +0.9% | +67.9% | -67.0% | -21.3% |
| 3Y | +72.6% | +88.8% | -16.2% | +25.8% |
| 5Y | +57.5% | +93.1% | -35.6% | +9.1% |
| All | +309.3% | +608.6% | -299.3% | +72.9% |
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 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