+103.3%
RIOT vs TT
+121.9%
-18.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.5% |
| 7D | +25.1% | +1.6% | +23.6% | +23.5% |
| 30D | +8.5% | -7.3% | +15.8% | +16.5% |
| 3M | -13.4% | -2.6% | -10.8% | -11.6% |
| 6M | +57.1% | +5.9% | +51.3% | +49.3% |
| YTD | +75.7% | +15.4% | +60.3% | +54.6% |
| 1Y | +65.6% | +8.2% | +57.4% | +54.9% |
| 3Y | +103.3% | +122.7% | -19.4% | +39.7% |
| All | +103.3% | +121.9% | -18.6% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling