+117.7%
RIOT vs TTD
-83.6%
+201.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +18.4% | -4.6% | +23.0% | +20.0% |
| 30D | +13.8% | +3.7% | +10.1% | +12.2% |
| 3M | -12.7% | -30.2% | +17.5% | -5.6% |
| 6M | +50.1% | -51.4% | +101.5% | +79.5% |
| YTD | +74.2% | -63.4% | +137.6% | +128.3% |
| 1Y | +45.1% | -73.5% | +118.6% | +113.1% |
| All | +117.7% | -83.6% | +201.3% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling