+922.0%
RIOT vs TXG
+22.9%
+899.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -4.4% |
| 7D | -0.9% | +5.0% | -5.9% | -3.3% |
| 30D | +3.5% | +13.5% | -10.0% | -2.6% |
| 3M | -13.0% | +128.0% | -141.0% | -43.9% |
| 6M | +43.1% | +224.4% | -181.3% | -23.8% |
| YTD | +65.4% | +307.0% | -241.6% | -22.6% |
| 1Y | +27.7% | +427.2% | -399.5% | -50.2% |
| 3Y | +91.3% | +40.2% | +51.2% | +34.0% |
| 5Y | -29.3% | -64.0% | +34.8% | -11.6% |
| All | +922.0% | +22.9% | +899.0% | +813.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling