-37.0%
TSLL vs RIOT
-17.8%
-19.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.1% | -15.0% | -12.9% |
| 7D | +1.9% | +14.8% | -12.9% | -3.2% |
| 30D | +17.8% | +1.4% | +16.4% | +15.7% |
| 3M | -37.0% | -20.6% | -16.4% | -24.3% |
| All | -37.0% | -17.8% | -19.2% | -24.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling