+824.5%
RIOT vs TD
+319.3%
+505.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.1% |
| 7D | +25.1% | +0.9% | +24.3% | +24.1% |
| 30D | +8.5% | -0.7% | +9.1% | +9.3% |
| 3M | -13.4% | +6.3% | -19.6% | -18.6% |
| 6M | +57.1% | +27.9% | +29.2% | +22.0% |
| YTD | +75.7% | +29.8% | +45.9% | +35.2% |
| 1Y | +65.6% | +63.7% | +2.0% | -0.1% |
| 3Y | +103.3% | +128.3% | -25.0% | -13.3% |
| 5Y | -26.7% | +125.5% | -152.3% | -66.2% |
| 10Y | +527.2% | +296.7% | +230.5% | +90.1% |
| All | +824.5% | +319.3% | +505.2% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling