+485.8%
RIOT vs TCOM
-9.8%
+495.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -1.5% | -4.9% | +3.4% | +0.8% |
| 30D | +5.7% | -14.4% | +20.1% | +13.0% |
| 3M | -17.9% | -17.7% | -0.2% | -11.9% |
| 6M | +45.0% | -25.1% | +70.1% | +63.1% |
| YTD | +69.5% | -45.7% | +115.2% | +118.0% |
| 1Y | +37.2% | -47.9% | +85.0% | +79.9% |
| 3Y | +111.7% | +8.9% | +102.8% | +78.5% |
| 5Y | -27.5% | +26.9% | -54.4% | -47.5% |
| All | +485.8% | -9.8% | +495.6% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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