+234.9%
TPR vs RIO
+90.3%
+144.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | +15.1% | -9.1% | +24.2% | +19.9% |
| 3M | +3.5% | -13.7% | +17.2% | +9.9% |
| 6M | +0.4% | -24.3% | +24.8% | +13.0% |
| YTD | +4.6% | +8.9% | -4.3% | -1.8% |
| 1Y | +33.1% | +22.7% | +10.4% | +17.8% |
| 3Y | +396.0% | +51.2% | +344.8% | +288.8% |
| All | +234.9% | +90.3% | +144.6% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling