+236.4%
TSM vs RIOT
-50.8%
+287.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.2% | -6.9% | +4.1% |
| 7D | -7.6% | +30.4% | -38.0% | -11.9% |
| 30D | -20.5% | -9.9% | -10.6% | -19.6% |
| 3M | -10.0% | -21.2% | +11.2% | -7.6% |
| 6M | -10.1% | -29.5% | +19.4% | -6.6% |
| YTD | +24.5% | +31.9% | -7.4% | +15.7% |
| 1Y | +31.2% | -3.6% | +34.8% | +27.1% |
| 3Y | +322.0% | +51.8% | +270.2% | +245.7% |
| All | +236.4% | -50.8% | +287.2% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling