-82.5%
TTD vs RIO
+93.1%
-175.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +20.8% | +0.5% | +20.3% | +20.7% |
| 30D | +33.8% | -9.9% | +43.7% | +38.4% |
| 3M | +17.8% | -14.0% | +31.9% | +23.3% |
| 6M | -25.7% | -19.5% | -6.2% | -20.9% |
| YTD | -57.9% | +11.5% | -69.4% | -61.7% |
| 1Y | -63.8% | +26.9% | -90.8% | -69.1% |
| 3Y | -75.0% | +55.1% | -130.2% | -81.2% |
| 5Y | -82.5% | +90.7% | -173.2% | -87.8% |
| All | -82.5% | +93.1% | -175.6% | -87.8% |
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