+60.5%
TEM vs RIO
+79.6%
-19.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +38.4% | +4.0% | +34.4% | +35.7% |
| 3M | +23.7% | +0.1% | +23.5% | +23.9% |
| 6M | +26.0% | +12.7% | +13.3% | +15.9% |
| YTD | +9.4% | +35.6% | -26.1% | -13.4% |
| 1Y | -17.3% | +73.7% | -91.0% | -46.7% |
| All | +60.5% | +79.6% | -19.0% | -15.3% |
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