+8,030.5%
TMO vs RIO
+5,778.8%
+2,251.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.6% |
| 7D | -2.5% | -3.4% | +0.9% | -1.7% |
| 30D | -0.3% | +0.6% | -0.9% | -0.5% |
| 3M | +25.3% | +2.5% | +22.7% | +24.1% |
| 6M | +20.9% | +10.8% | +10.1% | +17.3% |
| YTD | +4.3% | +30.5% | -26.2% | -3.0% |
| 1Y | +27.0% | +68.1% | -41.1% | +11.0% |
| 3Y | +17.5% | +94.0% | -76.5% | -1.6% |
| 5Y | +6.9% | +92.0% | -85.1% | -12.0% |
| 10Y | +332.0% | +589.0% | -257.0% | +153.5% |
| All | +8,030.5% | +5,778.8% | +2,251.8% | +2,470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling