-52.1%
TSLL vs RIOT
+107.3%
-159.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.7% | +5.2% | +8.4% |
| 7D | -14.3% | +49.2% | -63.5% | -29.0% |
| 30D | -6.2% | +4.6% | -10.7% | -9.7% |
| 3M | +21.2% | -13.9% | +35.1% | +24.2% |
| 6M | -36.6% | -26.7% | -9.9% | -31.7% |
| YTD | -47.8% | +39.4% | -87.1% | -60.8% |
| 1Y | -45.2% | +3.8% | -49.1% | -53.1% |
| 3Y | -3.3% | +73.0% | -76.2% | -41.0% |
| All | -52.1% | +107.3% | -159.4% | -79.5% |
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