-49.1%
TSLL vs RIO
+79.9%
-129.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +17.8% | -0.9% | +18.8% | +19.0% |
| 30D | +8.2% | -9.1% | +17.3% | +18.9% |
| 3M | +20.9% | -13.7% | +34.5% | +40.0% |
| 6M | -37.5% | -24.3% | -13.2% | -17.6% |
| YTD | -44.5% | +8.9% | -53.4% | -49.2% |
| 1Y | -33.0% | +22.7% | -55.6% | -45.7% |
| 3Y | -6.4% | +51.2% | -57.5% | -35.8% |
| All | -49.1% | +79.9% | -129.1% | -68.5% |
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 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