+650.9%
RIOT vs TT
+928.5%
-277.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +29.0% | +0.8% | +28.1% | +28.2% |
| 30D | +7.1% | -11.8% | +18.9% | +18.9% |
| 3M | -6.8% | -11.6% | +4.8% | +3.2% |
| 6M | -24.9% | -9.3% | -15.6% | -18.7% |
| YTD | +42.7% | +8.9% | +33.8% | +34.0% |
| 1Y | +4.4% | -2.2% | +6.6% | +7.2% |
| 3Y | +74.5% | +91.9% | -17.4% | +8.8% |
| 5Y | -50.5% | +136.0% | -186.5% | -73.8% |
| 10Y | +685.8% | +734.7% | -48.9% | +141.5% |
| All | +650.9% | +928.5% | -277.6% | +123.0% |
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