+429.1%
TTMI vs RIO
+51.7%
+377.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +11.4% | -0.9% | +12.3% | +12.5% |
| 30D | -28.3% | -9.1% | -19.2% | -22.8% |
| 3M | -46.7% | -13.7% | -33.0% | -40.8% |
| 6M | -56.1% | -24.3% | -31.8% | -47.2% |
| YTD | +7.4% | +8.9% | -1.5% | +5.5% |
| 1Y | +17.4% | +22.7% | -5.3% | +8.3% |
| 3Y | +429.1% | +51.2% | +378.0% | +339.8% |
| All | +429.1% | +51.7% | +377.5% | +339.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling