+9.7%
TT vs RIO
+71.5%
-61.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.9% |
| 3M | -2.6% | +5.1% | -7.7% | -4.4% |
| 6M | +5.9% | +17.6% | -11.7% | -0.9% |
| YTD | +15.4% | +36.3% | -20.9% | +5.7% |
| All | +9.7% | +71.5% | -61.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling