+52.1%
TEL vs RIO
+90.3%
-38.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.6% |
| 7D | -2.3% | -3.4% | +1.1% | -1.1% |
| 30D | -6.1% | +0.6% | -6.6% | -6.5% |
| 3M | +1.7% | +2.5% | -0.8% | +0.3% |
| 6M | +1.6% | +10.8% | -9.2% | -3.1% |
| YTD | -9.1% | +30.5% | -39.5% | -18.7% |
| 1Y | -1.7% | +68.1% | -69.8% | -20.3% |
| 3Y | +67.3% | +94.0% | -26.7% | +27.3% |
| 5Y | +52.1% | +92.0% | -39.9% | +15.3% |
| All | +52.1% | +90.3% | -38.2% | +15.3% |
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