+76.5%
TXN vs RIO
+88.2%
-11.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +4.0% | -3.2% | +7.2% | +5.6% |
| 30D | -2.9% | +0.9% | -3.8% | -3.5% |
| 3M | -9.1% | -1.4% | -7.7% | -8.8% |
| 6M | +36.6% | +10.9% | +25.7% | +29.2% |
| YTD | +57.5% | +31.2% | +26.3% | +36.2% |
| 1Y | +49.5% | +67.9% | -18.4% | +13.6% |
| 3Y | +76.5% | +88.8% | -12.2% | +23.3% |
| All | +76.5% | +88.2% | -11.6% | +23.3% |
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 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