-52.1%
TSLL vs RIO
+87.4%
-139.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +7.8% |
| 7D | -14.3% | +4.4% | -18.7% | -17.5% |
| 30D | -6.2% | -8.9% | +2.7% | +3.0% |
| 3M | +21.2% | -12.7% | +33.9% | +38.5% |
| 6M | -36.6% | -16.2% | -20.4% | -23.9% |
| YTD | -47.8% | +13.4% | -61.2% | -54.0% |
| 1Y | -45.2% | +30.9% | -76.1% | -58.3% |
| 3Y | -3.3% | +60.2% | -63.4% | -36.8% |
| All | -52.1% | +87.4% | -139.5% | -71.5% |
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