-58.4%
RIOT vs TFC
+1.3%
-59.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.8% |
| 7D | +4.8% | +2.3% | +2.6% | +2.8% |
| 30D | +16.0% | +10.8% | +5.2% | +4.8% |
| 3M | -8.8% | -3.8% | -5.0% | -7.0% |
| 6M | -29.7% | +9.6% | -39.3% | -37.9% |
| YTD | +38.3% | +5.8% | +32.5% | +25.9% |
| 1Y | +26.2% | +16.2% | +10.1% | +4.8% |
| 3Y | +79.0% | +96.0% | -17.0% | +0.3% |
| All | -58.4% | +1.3% | -59.6% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling