-20.3%
RIOT vs TTD
-72.7%
+52.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.8% | +9.6% |
| 7D | +6.4% | +3.7% | +2.7% | +6.4% |
| 30D | -20.4% | +10.4% | -30.9% | -20.2% |
| 3M | -28.7% | -31.6% | +2.9% | -29.2% |
| 6M | -17.7% | -45.1% | +27.4% | -16.9% |
| YTD | +21.3% | -65.1% | +86.5% | +34.7% |
| 1Y | -20.3% | -72.0% | +51.7% | -4.7% |
| All | -20.3% | -72.7% | +52.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling