+45.9%
TEM vs RIO
+72.8%
-26.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -1.2% |
| 7D | -9.2% | -3.4% | -5.8% | -6.9% |
| 30D | +5.5% | +0.6% | +4.9% | +5.9% |
| 3M | +18.7% | +2.5% | +16.2% | +17.3% |
| 6M | +15.4% | +10.8% | +4.6% | +7.8% |
| YTD | -0.5% | +30.5% | -31.0% | -19.1% |
| 1Y | -24.8% | +68.1% | -93.0% | -50.4% |
| All | +45.9% | +72.8% | -26.9% | -20.9% |
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