-1.1%
TLT vs RIO
+104.4%
-105.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | +0.4% | +1.9% | -1.5% | +0.3% |
| 30D | -0.3% | +5.0% | -5.3% | -0.6% |
| 3M | -1.7% | +5.1% | -6.9% | -2.1% |
| 6M | -4.9% | +17.6% | -22.5% | -6.0% |
| YTD | -2.8% | +36.3% | -39.1% | -5.0% |
| 1Y | -4.2% | +71.2% | -75.4% | -8.0% |
| 3Y | -1.1% | +102.7% | -103.8% | -7.2% |
| All | -1.1% | +104.4% | -105.5% | -7.2% |
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