+824.5%
RIOT vs TCOM
-9.7%
+834.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.7% |
| 7D | +25.1% | -7.6% | +32.7% | +29.1% |
| 30D | +8.5% | -12.2% | +20.7% | +14.4% |
| 3M | -13.4% | -14.2% | +0.9% | -9.0% |
| 6M | +57.1% | -25.0% | +82.1% | +76.3% |
| YTD | +75.7% | -43.7% | +119.4% | +121.2% |
| 1Y | +65.6% | -44.5% | +110.2% | +109.8% |
| 3Y | +103.3% | +13.4% | +89.9% | +69.3% |
| 5Y | -26.7% | +26.5% | -53.2% | -46.2% |
| 10Y | +527.2% | -10.3% | +537.5% | +358.4% |
| All | +824.5% | -9.7% | +834.2% | +569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling