+805.4%
RIOT vs TT
+994.7%
-189.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.4% |
| 7D | +14.8% | 0.0% | +14.8% | +15.0% |
| 30D | +1.4% | -7.2% | +8.6% | +7.8% |
| 3M | -20.6% | -3.0% | -17.7% | -18.8% |
| 6M | +31.9% | +1.4% | +30.5% | +31.4% |
| YTD | +72.1% | +15.9% | +56.2% | +53.4% |
| 1Y | +65.7% | +9.4% | +56.2% | +55.0% |
| 3Y | +97.5% | +124.4% | -26.9% | +7.9% |
| 5Y | -36.7% | +138.0% | -174.7% | -67.2% |
| 10Y | +550.1% | +886.4% | -336.2% | +81.8% |
| All | +805.4% | +994.7% | -189.3% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling