-26.7%
RIOT vs TXG
-62.8%
+36.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +0.8% |
| 7D | -1.5% | +9.5% | -11.0% | -6.0% |
| 30D | +5.7% | +18.8% | -13.1% | -3.0% |
| 3M | -17.9% | +136.1% | -154.0% | -48.7% |
| 6M | +45.0% | +235.2% | -190.3% | -25.9% |
| YTD | +69.5% | +320.5% | -251.1% | -24.3% |
| 1Y | +37.2% | +425.2% | -388.0% | -48.3% |
| 3Y | +111.7% | +42.9% | +68.8% | +51.3% |
| All | -26.7% | -62.8% | +36.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling