+791.7%
RIOT vs TDG
+725.9%
+65.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.7% |
| 7D | -1.5% | -1.9% | +0.4% | -0.3% |
| 30D | +5.7% | -7.7% | +13.4% | +10.9% |
| 3M | -17.9% | -9.3% | -8.5% | -13.1% |
| 6M | +45.0% | -9.4% | +54.3% | +54.1% |
| YTD | +69.5% | -14.3% | +83.7% | +86.3% |
| 1Y | +37.2% | -11.8% | +49.0% | +47.4% |
| 3Y | +111.7% | +52.0% | +59.8% | +58.2% |
| 5Y | -27.5% | +128.8% | -156.3% | -56.1% |
| 10Y | +511.1% | +543.8% | -32.8% | +121.0% |
| All | +791.7% | +725.9% | +65.8% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling