-29.6%
RIOT vs TTD
-80.8%
+51.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | +18.4% | -4.6% | +23.0% | +21.4% |
| 30D | +13.8% | +3.7% | +10.1% | +10.6% |
| 3M | -12.7% | -30.2% | +17.5% | +0.4% |
| 6M | +50.1% | -51.4% | +101.5% | +103.3% |
| YTD | +74.2% | -63.4% | +137.6% | +171.2% |
| 1Y | +45.1% | -73.5% | +118.6% | +170.1% |
| 3Y | +101.6% | -83.5% | +185.0% | +281.3% |
| 5Y | -29.6% | -80.9% | +51.3% | +14.5% |
| All | -29.6% | -80.8% | +51.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling