-48.9%
TSLL vs RIOT
+114.6%
-163.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.3% |
| 7D | +0.5% | +18.9% | -18.5% | -6.4% |
| 30D | +2.7% | +11.0% | -8.3% | -3.8% |
| 3M | +26.3% | -9.7% | +36.0% | +26.8% |
| 6M | -37.2% | -27.9% | -9.3% | -31.8% |
| YTD | -44.2% | +44.3% | -88.5% | -58.7% |
| 1Y | -44.0% | +13.3% | -57.2% | -53.9% |
| 3Y | 0.0% | +76.4% | -76.4% | -39.6% |
| All | -48.9% | +114.6% | -163.5% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 10y: compounded portfolio wealth divided by compounded RIOT 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…
10y analysis · Full analysis span regression · 6 months rolling