+27.7%
RIOT vs TTD
-72.9%
+100.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.1% |
| 7D | -0.9% | -7.4% | +6.5% | -0.4% |
| 30D | +3.5% | +3.0% | +0.5% | +3.3% |
| 3M | -13.0% | -27.6% | +14.6% | -11.2% |
| 6M | +43.1% | -49.5% | +92.6% | +56.8% |
| YTD | +65.4% | -63.2% | +128.5% | +114.8% |
| 1Y | +27.7% | -69.7% | +97.5% | +88.1% |
| All | +27.7% | -72.9% | +100.6% | +88.1% |
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