+627.6%
RIOT vs TT
+921.6%
-294.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.6% |
| 7D | +4.8% | +4.0% | +0.8% | +1.5% |
| 30D | +16.0% | -11.3% | +27.3% | +28.2% |
| 3M | -8.8% | -12.3% | +3.5% | +1.6% |
| 6M | -29.7% | -10.8% | -18.8% | -22.9% |
| YTD | +38.3% | +8.2% | +30.1% | +30.6% |
| 1Y | +26.2% | +1.5% | +24.8% | +25.5% |
| 3Y | +79.0% | +91.5% | -12.5% | +11.8% |
| 5Y | -60.4% | +130.2% | -190.6% | -78.7% |
| 10Y | +638.6% | +727.9% | -89.3% | +128.4% |
| All | +627.6% | +921.6% | -294.0% | +117.3% |
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