+485.8%
RIOT vs TSEM
+1,313.0%
-827.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.4% |
| 7D | -1.5% | -4.9% | +3.4% | +1.7% |
| 30D | +5.7% | -18.7% | +24.4% | +19.7% |
| 3M | -17.9% | -18.1% | +0.3% | -12.0% |
| 6M | +45.0% | +77.1% | -32.1% | -15.4% |
| YTD | +69.5% | +80.1% | -10.7% | -4.2% |
| 1Y | +37.2% | +220.4% | -183.2% | -50.2% |
| 3Y | +111.7% | +650.1% | -538.3% | -59.3% |
| 5Y | -27.5% | +628.9% | -656.4% | -86.1% |
| All | +485.8% | +1,313.0% | -827.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling