-33.3%
TSLL vs RIOT
+96.6%
-129.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.1% | -15.0% | -13.3% |
| 7D | +1.9% | +14.8% | -12.9% | -4.8% |
| 30D | +17.8% | +1.4% | +16.4% | +14.7% |
| 3M | -37.0% | -20.6% | -16.4% | -32.4% |
| 6M | -37.7% | +31.9% | -69.6% | -49.5% |
| YTD | -51.4% | +72.1% | -123.4% | -67.2% |
| 1Y | -23.4% | +65.7% | -89.0% | -49.0% |
| All | -33.3% | +96.6% | -129.8% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling