+88.5%
TEM vs RIO
+44.8%
+43.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.0% |
| 7D | +7.8% | +0.1% | +7.6% | +8.0% |
| 30D | +11.2% | -10.5% | +21.8% | +20.7% |
| 3M | +39.0% | -15.9% | +54.9% | +58.8% |
| 6M | +61.6% | -22.3% | +83.9% | +93.0% |
| YTD | +28.5% | +9.3% | +19.2% | +18.8% |
| 1Y | +6.7% | +23.0% | -16.3% | -10.3% |
| All | +88.5% | +44.8% | +43.7% | +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