+15.6%
TFC vs RIO
+97.3%
-81.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.3% |
| 7D | +2.2% | +1.9% | +0.3% | +1.6% |
| 30D | -2.5% | +5.0% | -7.4% | -4.3% |
| 3M | +4.5% | +5.1% | -0.6% | +2.2% |
| 6M | +11.0% | +17.6% | -6.7% | +3.2% |
| YTD | +5.9% | +36.3% | -30.4% | -7.5% |
| 1Y | +14.6% | +71.2% | -56.6% | -8.9% |
| 3Y | +96.7% | +102.7% | -6.0% | +44.2% |
| 5Y | +15.6% | +99.6% | -84.0% | -18.3% |
| All | +15.6% | +97.3% | -81.7% | -18.3% |
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 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