+76.5%
TNA vs RIO
+608.6%
-532.1%
-88.1%
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% | +0.4% |
| 7D | -7.3% | -3.2% | -4.1% | -3.7% |
| 30D | -14.2% | +0.9% | -15.1% | -15.5% |
| 3M | -4.6% | -1.4% | -3.1% | -4.4% |
| 6M | +36.9% | +10.9% | +26.0% | +19.9% |
| YTD | +42.5% | +31.2% | +11.3% | +0.7% |
| 1Y | +45.8% | +67.9% | -22.1% | -23.6% |
| 3Y | +104.7% | +88.8% | +15.9% | -5.1% |
| 5Y | -21.7% | +93.1% | -114.8% | -66.2% |
| All | +76.5% | +608.6% | -532.1% | -76.4% |
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