+1,757.2%
TSM vs RIO
+604.6%
+1,152.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | +0.2% |
| 7D | +2.6% | -3.4% | +6.0% | +4.2% |
| 30D | +1.4% | +0.6% | +0.8% | +1.0% |
| 3M | +5.0% | +2.5% | +2.4% | +3.5% |
| 6M | +24.0% | +10.8% | +13.2% | +18.0% |
| YTD | +41.6% | +30.5% | +11.1% | +24.9% |
| 1Y | +66.2% | +68.1% | -2.0% | +31.1% |
| 3Y | +398.2% | +94.0% | +304.2% | +264.9% |
| 5Y | +277.6% | +92.0% | +185.6% | +169.8% |
| All | +1,757.2% | +604.6% | +1,152.5% | +744.0% |
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 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