-60.3%
TSLL vs RIO
+80.4%
-140.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.7% | -20.2% | -20.3% |
| 7D | -28.9% | -0.1% | -28.8% | -28.7% |
| 30D | -21.4% | -13.3% | -8.2% | -9.7% |
| 3M | +5.0% | -16.3% | +21.3% | +24.7% |
| 6M | -36.6% | -15.4% | -21.1% | -24.7% |
| YTD | -56.6% | +9.2% | -65.8% | -60.5% |
| 1Y | -60.9% | +26.5% | -87.4% | -69.3% |
| 3Y | -25.2% | +49.9% | -75.1% | -48.6% |
| All | -60.3% | +80.4% | -140.7% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling