+111.7%
RIOT vs TSLQ
-95.6%
+207.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.1% |
| 7D | -1.5% | -6.6% | +5.1% | -3.5% |
| 30D | +5.7% | -24.3% | +30.0% | -2.3% |
| 3M | -17.9% | -3.6% | -14.3% | -14.7% |
| 6M | +45.0% | -12.0% | +56.9% | +54.0% |
| YTD | +69.5% | +1.4% | +68.1% | +93.1% |
| 1Y | +37.2% | -43.6% | +80.7% | +38.4% |
| 3Y | +111.7% | -95.4% | +207.1% | +116.7% |
| All | +111.7% | -95.6% | +207.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling