+290.7%
TSM vs RIO
+97.3%
+193.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.1% |
| 30D | +4.5% | +5.0% | -0.4% | +2.1% |
| 3M | +3.1% | +5.1% | -2.0% | +0.5% |
| 6M | +30.2% | +17.6% | +12.6% | +20.7% |
| YTD | +45.2% | +36.3% | +8.9% | +25.8% |
| 1Y | +79.6% | +71.2% | +8.4% | +40.9% |
| 3Y | +411.0% | +102.7% | +308.3% | +269.0% |
| 5Y | +290.7% | +99.6% | +191.1% | +185.1% |
| All | +290.7% | +97.3% | +193.4% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling