+52.2%
TEM vs RIO
+80.4%
-28.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | -1.1% | +1.0% | -2.0% | -1.7% |
| 30D | +11.3% | +4.0% | +7.3% | +9.0% |
| 3M | +25.5% | +4.5% | +21.0% | +22.1% |
| 6M | +17.1% | +17.3% | -0.2% | +5.1% |
| YTD | +3.8% | +36.2% | -32.4% | -18.2% |
| 1Y | -24.4% | +76.1% | -100.5% | -51.7% |
| All | +52.2% | +80.4% | -28.1% | -20.0% |
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