+59.7%
TEM vs RIO
+80.5%
-20.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.9% |
| 7D | +3.2% | +1.9% | +1.3% | +1.9% |
| 30D | +23.5% | +5.0% | +18.6% | +20.3% |
| 3M | +32.3% | +5.1% | +27.2% | +28.2% |
| 6M | +23.0% | +17.6% | +5.4% | +10.2% |
| YTD | +8.9% | +36.3% | -27.4% | -14.2% |
| 1Y | -19.9% | +71.2% | -91.0% | -47.6% |
| All | +59.7% | +80.5% | -20.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling