+594.0%
RIOT vs TYL
+222.2%
+371.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.3% | +15.5% | +14.8% |
| 7D | +30.4% | +6.7% | +23.8% | +24.4% |
| 30D | -9.9% | +26.5% | -36.4% | -25.3% |
| 3M | -21.2% | +37.3% | -58.5% | -40.2% |
| 6M | -29.5% | +31.2% | -60.7% | -48.1% |
| YTD | +31.9% | -7.4% | +39.2% | +23.9% |
| 1Y | -3.6% | -9.6% | +5.9% | -7.9% |
| 3Y | +51.8% | +1.9% | +49.9% | +19.7% |
| 5Y | -46.9% | -21.1% | -25.8% | -43.7% |
| 10Y | +677.5% | +171.8% | +505.7% | +421.5% |
| All | +594.0% | +222.2% | +371.8% | +525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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