+521.5%
RIOT vs TTD
+385.9%
+135.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.4% |
| 7D | -0.9% | -7.4% | +6.5% | +2.3% |
| 30D | +3.5% | +3.0% | +0.5% | +1.4% |
| 3M | -13.0% | -27.6% | +14.6% | -3.7% |
| 6M | +43.1% | -49.5% | +92.6% | +81.0% |
| YTD | +65.4% | -63.2% | +128.5% | +137.3% |
| 1Y | +27.7% | -69.7% | +97.5% | +100.8% |
| 3Y | +91.3% | -83.3% | +174.7% | +237.2% |
| 5Y | -29.3% | -80.8% | +51.5% | +17.5% |
| All | +521.5% | +385.9% | +135.6% | +445.9% |
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