+805.4%
RIOT vs TFC
+135.2%
+670.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +14.8% | +2.4% | +12.4% | +13.1% |
| 30D | +1.4% | -1.3% | +2.7% | +2.2% |
| 3M | -20.6% | +6.1% | -26.7% | -24.8% |
| 6M | +31.9% | +7.3% | +24.5% | +24.2% |
| YTD | +72.1% | +8.2% | +63.9% | +60.2% |
| 1Y | +65.7% | +14.4% | +51.2% | +48.1% |
| 3Y | +97.5% | +93.7% | +3.7% | +30.9% |
| 5Y | -36.7% | +16.4% | -53.1% | -41.9% |
| 10Y | +550.1% | +101.6% | +448.6% | +325.9% |
| All | +805.4% | +135.2% | +670.2% | +521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling