+145.0%
TT vs RIO
+97.3%
+47.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +1.6% | +1.9% | -0.4% | +1.1% |
| 30D | -7.3% | +5.0% | -12.3% | -8.5% |
| 3M | -2.6% | +5.1% | -7.7% | -3.9% |
| 6M | +5.9% | +17.6% | -11.7% | +1.5% |
| YTD | +15.4% | +36.3% | -20.9% | +7.1% |
| 1Y | +8.2% | +71.2% | -62.9% | -4.6% |
| 3Y | +122.7% | +102.7% | +20.0% | +87.0% |
| 5Y | +145.0% | +99.6% | +45.4% | +105.7% |
| All | +145.0% | +97.3% | +47.7% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling