+802.2%
TTMI vs RIO
+90.3%
+711.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | +0.6% |
| 7D | +6.0% | -3.4% | +9.4% | +7.9% |
| 30D | -6.4% | +0.6% | -7.0% | -7.1% |
| 3M | -28.9% | +2.5% | -31.5% | -30.1% |
| 6M | +26.9% | +10.8% | +16.1% | +21.0% |
| YTD | +77.3% | +30.5% | +46.8% | +57.4% |
| 1Y | +147.5% | +68.1% | +79.4% | +97.2% |
| 3Y | +847.6% | +94.0% | +753.6% | +604.3% |
| 5Y | +802.2% | +92.0% | +710.2% | +566.3% |
| All | +802.2% | +90.3% | +711.9% | +566.3% |
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