+619.6%
RIOT vs TTD
+513.2%
+106.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.3% |
| 7D | +4.8% | +21.3% | -16.4% | -4.2% |
| 30D | +16.0% | +28.7% | -12.7% | +3.3% |
| 3M | -8.8% | +7.7% | -16.5% | -12.9% |
| 6M | -29.7% | -23.5% | -6.2% | -25.2% |
| YTD | +38.3% | -58.7% | +97.0% | +87.5% |
| 1Y | +26.2% | -63.4% | +89.6% | +80.7% |
| 3Y | +79.0% | -75.3% | +154.2% | +162.1% |
| 5Y | -60.4% | -84.4% | +24.0% | -29.6% |
| All | +619.6% | +513.2% | +106.4% | +602.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling