+1,643.1%
TSM vs RIO
+354.4%
+1,288.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +6.2% | -0.9% | +7.1% | +6.7% |
| 30D | -7.3% | -9.1% | +1.8% | -3.1% |
| 3M | -7.1% | -13.7% | +6.5% | -0.7% |
| 6M | +0.2% | -24.3% | +24.6% | +13.6% |
| YTD | +32.2% | +8.9% | +23.4% | +26.6% |
| 1Y | +42.8% | +22.7% | +20.1% | +29.5% |
| 3Y | +330.4% | +51.2% | +279.2% | +251.7% |
| 5Y | +263.9% | +88.1% | +175.8% | +162.0% |
| All | +1,643.1% | +354.4% | +1,288.7% | +825.4% |
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