+311.2%
TPR vs RIO
+600.2%
-289.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -4.0% |
| 7D | -3.4% | +1.9% | -5.3% | -4.4% |
| 30D | -27.3% | +5.0% | -32.3% | -29.2% |
| 3M | -16.2% | +5.1% | -21.4% | -18.8% |
| 6M | -17.9% | +17.6% | -35.5% | -25.7% |
| YTD | -7.1% | +36.3% | -43.4% | -23.6% |
| 1Y | +13.6% | +71.2% | -57.6% | -18.3% |
| 3Y | +293.7% | +102.7% | +191.0% | +150.2% |
| 5Y | +239.1% | +99.6% | +139.5% | +108.6% |
| 10Y | +311.2% | +603.1% | -291.9% | +34.0% |
| All | +311.2% | +600.2% | -289.0% | +34.0% |
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 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