-18.4%
TSLL vs RIOT
+43.7%
-62.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +13.2% | -4.6% | +2.4% |
| 7D | -21.2% | +30.4% | -51.7% | -31.8% |
| 30D | -13.3% | -9.9% | -3.4% | -11.0% |
| 3M | +15.4% | -21.2% | +36.6% | +23.3% |
| 6M | -34.2% | -29.5% | -4.7% | -27.6% |
| YTD | -52.9% | +31.9% | -84.8% | -65.4% |
| 1Y | -54.3% | -3.6% | -50.7% | -60.5% |
| 3Y | -18.4% | +51.8% | -70.1% | -46.8% |
| All | -18.4% | +43.7% | -62.1% | -46.8% |
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