+357.0%
TPR vs RIO
+356.2%
+0.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | -1.1% | +0.1% | -1.3% | -1.3% |
| 30D | +15.1% | -10.5% | +25.6% | +22.1% |
| 3M | -13.4% | -15.9% | +2.5% | -5.1% |
| 6M | +1.4% | -22.3% | +23.6% | +15.2% |
| YTD | +4.8% | +9.3% | -4.5% | -3.2% |
| 1Y | +29.2% | +23.0% | +6.2% | +11.3% |
| 3Y | +403.7% | +52.1% | +351.6% | +274.3% |
| 5Y | +230.8% | +88.9% | +142.0% | +105.4% |
| All | +357.0% | +356.2% | +0.7% | +78.9% |
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