+19.6%
TMO vs RIO
+88.2%
-68.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 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% | +28.7% |
| 6M | +23.3% | +10.9% | +12.3% | +18.8% |
| YTD | +5.5% | +31.2% | -25.8% | -4.0% |
| 1Y | +24.5% | +67.9% | -43.4% | +4.4% |
| 3Y | +19.6% | +88.8% | -69.2% | -4.0% |
| All | +19.6% | +88.2% | -68.6% | -4.0% |
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