+471.6%
RIOT vs TMUS
+318.7%
+152.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -0.9% | -5.8% | +4.9% | +2.0% |
| 30D | +3.5% | -0.2% | +3.7% | +3.0% |
| 3M | -13.0% | -4.0% | -9.0% | -13.6% |
| 6M | +43.1% | -18.1% | +61.2% | +53.1% |
| YTD | +65.4% | -11.3% | +76.7% | +65.1% |
| 1Y | +27.7% | -24.7% | +52.5% | +40.5% |
| 3Y | +91.3% | +35.4% | +55.9% | +30.2% |
| 5Y | -29.3% | +42.4% | -71.7% | -52.6% |
| All | +471.6% | +318.7% | +152.9% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMUS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling