+328.6%
TMO vs RIO
+608.6%
-280.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.6% | -3.2% | +2.6% | +0.2% |
| 30D | +1.1% | +0.9% | +0.2% | +0.8% |
| 3M | +28.3% | -1.4% | +29.8% | +28.5% |
| 6M | +23.3% | +10.9% | +12.3% | +18.9% |
| YTD | +5.5% | +31.2% | -25.8% | -3.3% |
| 1Y | +24.5% | +67.9% | -43.4% | +6.2% |
| 3Y | +19.6% | +88.8% | -69.2% | -2.3% |
| 5Y | +8.1% | +93.1% | -85.0% | -14.2% |
| All | +328.6% | +608.6% | -280.0% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling