+670.1%
TEL vs RIO
+367.7%
+302.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -1.4% | +1.9% | -3.4% | -2.1% |
| 30D | -4.9% | +5.0% | -9.8% | -6.7% |
| 3M | +0.1% | +5.1% | -5.0% | -2.0% |
| 6M | +0.4% | +17.6% | -17.3% | -5.9% |
| YTD | -8.9% | +36.3% | -45.2% | -19.3% |
| 1Y | -0.3% | +71.2% | -71.5% | -18.8% |
| 3Y | +67.6% | +102.7% | -35.1% | +27.3% |
| 5Y | +50.7% | +99.6% | -48.9% | +12.0% |
| 10Y | +288.6% | +603.1% | -314.5% | +82.1% |
| All | +670.1% | +367.7% | +302.4% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling