+88.6%
TGT vs RIO
+29.3%
+59.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +5.3% |
| 7D | +9.5% | -1.6% | +11.1% | +9.5% |
| 30D | +6.6% | -11.6% | +18.2% | +7.6% |
| 3M | +11.0% | -12.7% | +23.7% | +12.1% |
| 6M | +29.9% | -12.4% | +42.2% | +31.1% |
| YTD | +71.4% | +11.0% | +60.4% | +58.1% |
| 1Y | +88.6% | +30.8% | +57.8% | +49.4% |
| All | +88.6% | +29.3% | +59.3% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling