+420.9%
TTD vs RIO
+465.5%
-44.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +21.3% | -0.9% | +22.2% | +21.9% |
| 30D | +28.7% | -9.1% | +37.8% | +34.1% |
| 3M | +7.7% | -13.7% | +21.4% | +14.2% |
| 6M | -23.5% | -24.3% | +0.9% | -14.8% |
| YTD | -58.7% | +8.9% | -67.6% | -62.2% |
| 1Y | -63.4% | +22.7% | -86.1% | -68.5% |
| 3Y | -75.3% | +51.2% | -126.5% | -81.3% |
| 5Y | -84.4% | +88.1% | -172.5% | -89.7% |
| 10Y | +516.1% | +352.3% | +163.8% | +191.7% |
| All | +420.9% | +465.5% | -44.6% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling