+220.3%
TTMI vs RIO
+2,097.5%
-1,877.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +11.4% | -0.9% | +12.3% | +12.1% |
| 30D | -28.3% | -9.1% | -19.2% | -24.8% |
| 3M | -46.7% | -13.7% | -33.0% | -42.8% |
| 6M | -56.1% | -24.3% | -31.8% | -50.1% |
| YTD | +7.4% | +8.9% | -1.5% | +4.6% |
| 1Y | +17.4% | +22.7% | -5.3% | +8.6% |
| 3Y | +429.1% | +51.2% | +378.0% | +342.8% |
| 5Y | +418.8% | +88.1% | +330.7% | +283.7% |
| 10Y | +411.2% | +352.3% | +58.9% | +146.2% |
| All | +220.3% | +2,097.5% | -1,877.2% | -61.7% |
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