+1,239.7%
TNA vs RIO
+842.8%
+396.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.1% | -4.1% |
| 7D | -3.6% | +1.0% | -4.6% | -4.6% |
| 30D | -10.1% | +4.0% | -14.1% | -14.0% |
| 3M | +2.7% | +4.5% | -1.8% | -2.9% |
| 6M | +38.4% | +17.3% | +21.1% | +17.0% |
| YTD | +45.4% | +36.2% | +9.3% | +4.5% |
| 1Y | +55.9% | +76.1% | -20.2% | -14.1% |
| 3Y | +109.8% | +102.5% | +7.3% | +2.9% |
| 5Y | -22.5% | +103.5% | -126.0% | -62.7% |
| 10Y | +87.5% | +619.2% | -531.6% | -68.6% |
| All | +1,239.7% | +842.8% | +396.9% | +92.6% |
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