+650.9%
RIOT vs TYL
+223.1%
+427.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.8% |
| 7D | +29.0% | +4.3% | +24.6% | +25.1% |
| 30D | +7.1% | +28.0% | -20.9% | -12.0% |
| 3M | -6.8% | +32.3% | -39.1% | -27.1% |
| 6M | -24.9% | +29.9% | -54.8% | -44.2% |
| YTD | +42.7% | -7.1% | +49.8% | +33.8% |
| 1Y | +4.4% | -9.2% | +13.6% | -0.5% |
| 3Y | +74.5% | +0.7% | +73.8% | +39.5% |
| 5Y | -50.5% | -21.1% | -29.4% | -47.6% |
| 10Y | +685.8% | +180.8% | +505.0% | +426.3% |
| All | +650.9% | +223.1% | +427.8% | +575.8% |
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