+1,124.0%
TTMI vs RIO
+608.6%
+515.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | +0.7% | -3.2% | +3.9% | +2.3% |
| 30D | -8.4% | +0.9% | -9.4% | -9.2% |
| 3M | -32.5% | -1.4% | -31.0% | -32.2% |
| 6M | +32.5% | +10.9% | +21.5% | +26.4% |
| YTD | +83.2% | +31.2% | +52.0% | +61.2% |
| 1Y | +161.7% | +67.9% | +93.8% | +105.3% |
| 3Y | +890.1% | +88.8% | +801.3% | +625.7% |
| 5Y | +832.4% | +93.1% | +739.3% | +550.8% |
| All | +1,124.0% | +608.6% | +515.4% | +349.6% |
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