+102.5%
TNA vs RIO
+87.1%
+15.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | +1.7% |
| 7D | -7.6% | -3.4% | -4.2% | -4.1% |
| 30D | -13.6% | +0.6% | -14.2% | -14.6% |
| 3M | +2.8% | +2.5% | +0.3% | -1.2% |
| 6M | +34.5% | +10.8% | +23.7% | +18.4% |
| YTD | +41.0% | +30.5% | +10.6% | +0.3% |
| 1Y | +52.0% | +68.1% | -16.1% | -21.5% |
| All | +102.5% | +87.1% | +15.4% | -12.1% |
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