+97.2%
TFC vs RIO
+605.0%
-507.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | -2.3% | +4.0% | -6.4% | -4.3% |
| 3M | +2.5% | +4.5% | -2.1% | -0.2% |
| 6M | +9.5% | +17.3% | -7.9% | +0.2% |
| YTD | +5.1% | +36.2% | -31.1% | -11.0% |
| 1Y | +15.5% | +76.1% | -60.7% | -13.7% |
| 3Y | +95.2% | +102.5% | -7.4% | +34.0% |
| 5Y | +14.5% | +103.5% | -89.1% | -24.8% |
| 10Y | +97.2% | +619.2% | -522.0% | -23.0% |
| All | +97.2% | +605.0% | -507.8% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling