+1,840.9%
TSM vs RIOT
+757.3%
+1,083.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +3.0% |
| 7D | -2.5% | +49.2% | -51.7% | -6.0% |
| 30D | -14.3% | +4.6% | -18.9% | -14.8% |
| 3M | -7.2% | -13.9% | +6.7% | -6.6% |
| 6M | -5.1% | -26.7% | +21.5% | -3.5% |
| YTD | +28.9% | +39.4% | -10.5% | +23.6% |
| 1Y | +37.1% | +3.8% | +33.3% | +34.2% |
| 3Y | +341.5% | +73.0% | +268.5% | +297.8% |
| 5Y | +245.7% | -55.7% | +301.4% | +216.1% |
| 10Y | +1,502.2% | +685.8% | +816.4% | +1,152.5% |
| All | +1,840.9% | +757.3% | +1,083.7% | +1,417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling