+2,829.6%
TFC vs RIO
+4,925.9%
-2,096.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +7.8% | -9.9% | +17.7% | +11.0% |
| 3M | -3.0% | -14.0% | +11.0% | +1.2% |
| 6M | +5.8% | -19.5% | +25.3% | +12.0% |
| YTD | +5.3% | +11.5% | -6.3% | +0.5% |
| 1Y | +15.7% | +26.9% | -11.3% | +6.2% |
| 3Y | +94.8% | +55.1% | +39.7% | +66.9% |
| 5Y | 0.0% | +90.7% | -90.6% | -20.6% |
| 10Y | +79.0% | +363.3% | -284.3% | +9.6% |
| All | +2,829.6% | +4,925.9% | -2,096.2% | +815.7% |
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