+546.7%
RIOT vs TTD
+401.9%
+144.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +5.1% |
| 7D | +14.8% | +6.3% | +8.5% | +11.8% |
| 30D | +1.4% | -23.9% | +25.3% | +12.1% |
| 3M | -20.6% | -31.4% | +10.7% | -9.8% |
| 6M | +31.9% | -42.7% | +74.6% | +54.9% |
| YTD | +72.1% | -62.0% | +134.0% | +143.6% |
| 1Y | +65.7% | -72.2% | +137.9% | +169.2% |
| 3Y | +97.5% | -81.9% | +179.4% | +235.2% |
| 5Y | -36.7% | -81.5% | +44.9% | +6.6% |
| All | +546.7% | +401.9% | +144.8% | +460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling