+947.3%
RIOT vs TXG
+27.0%
+920.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +0.9% |
| 7D | -1.5% | +9.5% | -11.0% | -5.8% |
| 30D | +5.7% | +18.8% | -13.1% | -2.8% |
| 3M | -17.9% | +136.1% | -154.0% | -47.9% |
| 6M | +45.0% | +235.2% | -190.3% | -24.1% |
| YTD | +69.5% | +320.5% | -251.1% | -22.0% |
| 1Y | +37.2% | +425.2% | -388.0% | -46.2% |
| 3Y | +111.7% | +42.9% | +68.8% | +47.1% |
| 5Y | -27.5% | -62.8% | +35.3% | -10.9% |
| All | +947.3% | +27.0% | +920.3% | +821.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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