+805.4%
RIOT vs TMF
-83.8%
+889.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | +14.8% | -1.4% | +16.2% | +14.7% |
| 30D | +1.4% | -2.8% | +4.2% | +1.2% |
| 3M | -20.6% | -10.9% | -9.7% | -21.2% |
| 6M | +31.9% | -21.3% | +53.2% | +29.8% |
| YTD | +72.1% | -15.9% | +87.9% | +70.3% |
| 1Y | +65.7% | -15.7% | +81.4% | +64.1% |
| 3Y | +97.5% | -43.4% | +140.8% | +91.5% |
| 5Y | -36.7% | -87.8% | +51.1% | -52.1% |
| 10Y | +550.1% | -86.7% | +636.9% | +518.0% |
| All | +805.4% | -83.8% | +889.2% | +732.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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