+816.6%
RIOT vs TTMI
+1,735.3%
-918.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +1.4% |
| 7D | +18.4% | +7.5% | +11.0% | +13.4% |
| 30D | +13.8% | -4.5% | +18.2% | +15.4% |
| 3M | -12.7% | -28.5% | +15.8% | +2.9% |
| 6M | +50.1% | +28.4% | +21.8% | +24.0% |
| YTD | +74.2% | +80.1% | -5.9% | +15.8% |
| 1Y | +45.1% | +161.0% | -115.9% | -24.1% |
| 3Y | +101.6% | +862.4% | -760.9% | -49.6% |
| 5Y | -29.6% | +812.9% | -842.5% | -81.9% |
| 10Y | +528.1% | +1,094.7% | -566.6% | +72.4% |
| All | +816.6% | +1,735.3% | -918.7% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling