+364.1%
TTD vs RIO
+577.6%
-213.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +2.5% |
| 7D | -7.4% | -3.4% | -4.1% | -6.1% |
| 30D | +3.0% | +0.6% | +2.4% | +2.4% |
| 3M | -27.6% | +2.5% | -30.1% | -29.2% |
| 6M | -49.5% | +10.8% | -60.3% | -53.0% |
| YTD | -63.2% | +30.5% | -93.7% | -68.8% |
| 1Y | -69.7% | +68.1% | -137.9% | -77.5% |
| 3Y | -83.3% | +94.0% | -177.4% | -88.8% |
| 5Y | -80.8% | +92.0% | -172.8% | -87.3% |
| All | +364.1% | +577.6% | -213.4% | +79.1% |
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