-26.7%
RIOT vs TD
+125.7%
-152.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.5% |
| 7D | -1.5% | -0.5% | -1.0% | -0.9% |
| 30D | +5.7% | -1.9% | +7.6% | +8.4% |
| 3M | -17.9% | +4.8% | -22.6% | -23.0% |
| 6M | +45.0% | +28.0% | +17.0% | +4.4% |
| YTD | +69.5% | +30.3% | +39.2% | +20.1% |
| 1Y | +37.2% | +59.8% | -22.6% | -25.8% |
| 3Y | +111.7% | +124.7% | -13.0% | -28.0% |
| All | -26.7% | +125.7% | -152.4% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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