-26.7%
RIOT vs TMO
+7.9%
-34.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.0% |
| 30D | +5.7% | +1.1% | +4.5% | +5.0% |
| 3M | -17.9% | +28.3% | -46.2% | -34.3% |
| 6M | +45.0% | +23.3% | +21.7% | +18.9% |
| YTD | +69.5% | +5.5% | +64.0% | +60.2% |
| 1Y | +37.2% | +24.5% | +12.6% | +9.1% |
| 3Y | +111.7% | +19.6% | +92.2% | +65.1% |
| All | -26.7% | +7.9% | -34.6% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling