-48.9%
TSLL vs RIO
+84.3%
-133.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.6% |
| 30D | +2.7% | -9.9% | +12.6% | +13.9% |
| 3M | +26.3% | -14.0% | +40.3% | +46.5% |
| 6M | -37.2% | -19.5% | -17.7% | -21.8% |
| YTD | -44.2% | +11.5% | -55.8% | -50.1% |
| 1Y | -44.0% | +26.9% | -70.9% | -56.1% |
| 3Y | 0.0% | +55.1% | -55.1% | -33.0% |
| All | -48.9% | +84.3% | -133.2% | -69.1% |
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 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