+485.8%
RIOT vs TFC
+98.7%
+387.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | -1.5% | -2.4% | +0.9% | +0.1% |
| 30D | +5.7% | -3.4% | +9.0% | +7.9% |
| 3M | -17.9% | +0.4% | -18.3% | -19.1% |
| 6M | +45.0% | +12.7% | +32.3% | +31.3% |
| YTD | +69.5% | +5.6% | +63.9% | +60.2% |
| 1Y | +37.2% | +16.0% | +21.2% | +21.4% |
| 3Y | +111.7% | +94.0% | +17.7% | +39.8% |
| 5Y | -27.5% | +16.2% | -43.7% | -33.3% |
| All | +485.8% | +98.7% | +387.0% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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