+632.4%
RIOT vs TT
+737.0%
-104.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +20.8% | +8.1% | +12.7% | +13.4% |
| 30D | +7.0% | -11.3% | +18.2% | +18.6% |
| 3M | -12.3% | -11.2% | -1.1% | -3.0% |
| 6M | -27.3% | -8.9% | -18.3% | -21.5% |
| YTD | +40.7% | +9.7% | +31.0% | +31.0% |
| 1Y | +15.3% | +1.3% | +14.1% | +14.9% |
| 3Y | +72.1% | +93.4% | -21.2% | +5.0% |
| 5Y | -59.7% | +133.5% | -193.2% | -79.1% |
| All | +632.4% | +737.0% | -104.7% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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