+961.6%
TT vs RIO
+605.6%
+356.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +1.6% | +1.9% | -0.4% | +0.9% |
| 30D | -7.3% | +5.0% | -12.3% | -9.0% |
| 3M | -2.6% | +5.1% | -7.7% | -4.6% |
| 6M | +5.9% | +17.6% | -11.7% | -0.5% |
| YTD | +15.4% | +36.3% | -20.9% | +2.8% |
| 1Y | +8.2% | +71.2% | -62.9% | -11.1% |
| 3Y | +122.7% | +102.7% | +20.0% | +69.1% |
| 5Y | +145.0% | +99.6% | +45.4% | +80.2% |
| All | +961.6% | +605.6% | +356.0% | +361.6% |
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 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