+14,040.3%
TT vs RIO
+6,008.3%
+8,032.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -7.2% | +4.0% | -11.1% | -8.6% |
| 3M | -3.0% | +0.1% | -3.1% | -3.4% |
| 6M | +1.4% | +12.7% | -11.4% | -3.5% |
| YTD | +15.9% | +35.6% | -19.7% | +3.1% |
| 1Y | +9.4% | +73.7% | -64.3% | -11.1% |
| 3Y | +124.4% | +93.3% | +31.1% | +72.3% |
| 5Y | +138.0% | +92.4% | +45.6% | +76.6% |
| 10Y | +886.4% | +606.9% | +279.4% | +337.6% |
| All | +14,040.3% | +6,008.3% | +8,032.0% | +2,779.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling