-0.7%
TFC vs RIO
+96.6%
-97.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | +1.7% | +3.6% | -1.9% | +0.5% |
| 30D | +9.0% | -10.8% | +19.8% | +13.3% |
| 3M | -2.1% | -15.2% | +13.1% | +3.3% |
| 6M | +3.4% | -18.0% | +21.4% | +9.7% |
| YTD | +5.3% | +11.0% | -5.7% | -1.6% |
| 1Y | +16.2% | +26.4% | -10.2% | +3.0% |
| 3Y | +94.8% | +54.4% | +40.4% | +56.5% |
| 5Y | -0.7% | +98.1% | -98.7% | -34.6% |
| All | -0.7% | +96.6% | -97.2% | -34.6% |
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