-26.7%
RIOT vs TDG
+126.1%
-152.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.3% |
| 7D | -1.5% | -1.9% | +0.4% | +0.2% |
| 30D | +5.7% | -7.7% | +13.4% | +13.3% |
| 3M | -17.9% | -9.3% | -8.5% | -11.0% |
| 6M | +45.0% | -9.4% | +54.3% | +57.3% |
| YTD | +69.5% | -14.3% | +83.7% | +92.5% |
| 1Y | +37.2% | -11.8% | +49.0% | +50.2% |
| 3Y | +111.7% | +52.0% | +59.8% | +16.7% |
| All | -26.7% | +126.1% | -152.8% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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