+650.9%
RIOT vs TMF
-84.6%
+735.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.2% | +2.2% |
| 7D | +29.0% | -1.1% | +30.0% | +28.9% |
| 30D | +7.1% | +11.8% | -4.7% | +7.7% |
| 3M | -6.8% | -4.0% | -2.8% | -6.9% |
| 6M | -24.9% | -16.5% | -8.4% | -25.6% |
| YTD | +42.7% | -19.9% | +62.6% | +41.0% |
| 1Y | +4.4% | -25.6% | +30.0% | +2.6% |
| 3Y | +74.5% | -29.9% | +104.4% | +73.2% |
| 5Y | -50.5% | -88.2% | +37.8% | -62.7% |
| 10Y | +685.8% | -81.7% | +767.5% | +644.3% |
| All | +650.9% | -84.6% | +735.5% | +589.6% |
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