+627.6%
RIOT vs TXT
+133.5%
+494.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.2% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +16.0% | +13.3% | +2.7% | +4.3% |
| 3M | -8.8% | -5.0% | -3.8% | -7.6% |
| 6M | -29.7% | -8.4% | -21.3% | -26.9% |
| YTD | +38.3% | -4.0% | +42.3% | +38.4% |
| 1Y | +26.2% | +2.8% | +23.4% | +20.4% |
| 3Y | +79.0% | +10.3% | +68.7% | +62.0% |
| 5Y | -60.4% | +9.2% | -69.5% | -62.6% |
| 10Y | +638.6% | +89.6% | +549.0% | +379.3% |
| All | +627.6% | +133.5% | +494.2% | +318.7% |
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