-20.3%
RIOT vs TMO
+26.9%
-47.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +9.0% |
| 7D | +6.4% | +0.3% | +6.1% | +6.4% |
| 30D | -20.4% | +4.3% | -24.8% | -21.8% |
| 3M | -28.7% | +25.1% | -53.8% | -36.0% |
| 6M | -17.7% | +52.9% | -70.6% | -35.3% |
| YTD | +21.3% | +22.2% | -0.9% | +8.9% |
| 1Y | -20.3% | +25.4% | -45.6% | -29.4% |
| All | -20.3% | +26.9% | -47.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling