-48.9%
TSLL vs RIO
+29.6%
-78.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +8.1% |
| 7D | -14.3% | +4.4% | -18.7% | -17.2% |
| 30D | -6.2% | -8.9% | +2.7% | +1.9% |
| 3M | +21.2% | -12.7% | +33.9% | +36.3% |
| 6M | -36.6% | -16.2% | -20.4% | -25.9% |
| YTD | -47.8% | +13.4% | -61.2% | -46.6% |
| All | -48.9% | +29.6% | -78.5% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling