+485.8%
RIOT vs TDY
+479.2%
+6.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.3% |
| 7D | -1.5% | -1.1% | -0.4% | -0.5% |
| 30D | +5.7% | -12.0% | +17.7% | +19.3% |
| 3M | -17.9% | -3.2% | -14.7% | -15.1% |
| 6M | +45.0% | -7.9% | +52.8% | +59.5% |
| YTD | +69.5% | +18.2% | +51.2% | +47.5% |
| 1Y | +37.2% | +6.7% | +30.5% | +31.8% |
| 3Y | +111.7% | +47.5% | +64.2% | +52.1% |
| 5Y | -27.5% | +39.5% | -67.0% | -42.9% |
| All | +485.8% | +479.2% | +6.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling