+2,910.6%
TFC vs RIO
+6,008.3%
-3,097.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -1.3% | +4.0% | -5.3% | -2.6% |
| 3M | +6.1% | +0.1% | +5.9% | +5.5% |
| 6M | +7.3% | +12.7% | -5.4% | +2.7% |
| YTD | +8.2% | +35.6% | -27.4% | -2.4% |
| 1Y | +14.4% | +73.7% | -59.3% | -4.4% |
| 3Y | +93.7% | +93.3% | +0.4% | +55.8% |
| 5Y | +16.4% | +92.4% | -76.0% | -8.0% |
| 10Y | +101.6% | +606.9% | -505.4% | +9.7% |
| All | +2,910.6% | +6,008.3% | -3,097.6% | +789.5% |
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 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