+21.3%
TFC vs RIO
+29.3%
-8.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.4% |
| 7D | +5.1% | -1.6% | +6.7% | +5.2% |
| 30D | +9.8% | -11.6% | +21.4% | +11.9% |
| 3M | -2.4% | -12.7% | +10.3% | -0.5% |
| 6M | +4.9% | -12.4% | +17.3% | +5.8% |
| YTD | +6.6% | +11.0% | -4.4% | -1.2% |
| 1Y | +21.3% | +30.8% | -9.5% | +3.5% |
| All | +21.3% | +29.3% | -8.0% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling