+485.8%
RIOT vs TTMI
+1,127.6%
-641.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +0.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.9% |
| 30D | +5.7% | -8.4% | +14.1% | +10.1% |
| 3M | -17.9% | -32.5% | +14.6% | +0.6% |
| 6M | +45.0% | +32.5% | +12.5% | +16.5% |
| YTD | +69.5% | +83.2% | -13.8% | +9.4% |
| 1Y | +37.2% | +161.7% | -124.5% | -30.6% |
| 3Y | +111.7% | +890.1% | -778.4% | -51.6% |
| 5Y | -27.5% | +832.4% | -860.0% | -82.9% |
| All | +485.8% | +1,127.6% | -641.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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