+41.8%
TGT vs RIO
+88.2%
-46.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.2% | -3.2% | -2.0% | -4.4% |
| 30D | +1.2% | +0.9% | +0.3% | +0.9% |
| 3M | +18.4% | -1.4% | +19.8% | +18.8% |
| 6M | +33.4% | +10.9% | +22.5% | +27.9% |
| YTD | +63.8% | +31.2% | +32.6% | +46.2% |
| 1Y | +77.2% | +67.9% | +9.3% | +43.3% |
| 3Y | +41.8% | +88.8% | -47.0% | +6.9% |
| All | +41.8% | +88.2% | -46.4% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling