+13,634.3%
TSM vs RIO
+2,836.8%
+10,797.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.7% |
| 7D | +2.7% | 0.0% | +2.8% | +2.7% |
| 30D | +3.6% | +4.0% | -0.4% | +2.0% |
| 3M | -3.4% | +0.1% | -3.5% | -3.5% |
| 6M | +20.6% | +12.7% | +7.9% | +15.1% |
| YTD | +41.9% | +35.6% | +6.3% | +26.0% |
| 1Y | +84.4% | +73.7% | +10.7% | +49.3% |
| 3Y | +380.2% | +93.3% | +286.9% | +270.7% |
| 5Y | +275.3% | +92.4% | +182.9% | +183.2% |
| 10Y | +1,751.4% | +606.9% | +1,144.4% | +737.4% |
| All | +13,634.3% | +2,836.8% | +10,797.5% | +2,254.3% |
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