+12,377.6%
TSM vs RIO
+2,356.8%
+10,020.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.3% |
| 7D | -2.5% | +4.4% | -6.9% | -4.1% |
| 30D | -14.3% | -8.9% | -5.4% | -11.2% |
| 3M | -7.2% | -12.7% | +5.4% | -2.4% |
| 6M | -5.1% | -16.2% | +11.1% | +1.3% |
| YTD | +28.9% | +13.4% | +15.5% | +22.5% |
| 1Y | +37.1% | +30.9% | +6.2% | +23.4% |
| 3Y | +341.5% | +60.2% | +281.3% | +266.5% |
| 5Y | +245.7% | +98.9% | +146.8% | +158.8% |
| 10Y | +1,502.2% | +381.4% | +1,120.8% | +737.4% |
| All | +12,377.6% | +2,356.8% | +10,020.8% | +2,189.0% |
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 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