+824.5%
RIOT vs TXT
+122.0%
+702.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +25.1% | -0.2% | +25.3% | +25.3% |
| 30D | +8.5% | -11.1% | +19.5% | +17.5% |
| 3M | -13.4% | -13.0% | -0.4% | -4.6% |
| 6M | +57.1% | -16.2% | +73.4% | +78.4% |
| YTD | +75.7% | -8.7% | +84.4% | +85.8% |
| 1Y | +65.6% | -3.8% | +69.4% | +68.2% |
| 3Y | +103.3% | +5.5% | +97.8% | +93.4% |
| 5Y | -26.7% | +12.3% | -39.0% | -30.0% |
| 10Y | +527.2% | +97.4% | +429.8% | +297.0% |
| All | +824.5% | +122.0% | +702.5% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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