+303.6%
TD vs RVTY
+219.6%
+84.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -3.1% | -0.7% | -2.3% | -2.9% |
| 30D | +6.7% | +1.7% | +4.9% | +6.1% |
| 3M | +3.1% | +36.8% | -33.7% | -5.1% |
| 6M | +17.6% | +60.1% | -42.5% | +3.7% |
| YTD | +34.8% | +64.0% | -29.2% | +17.2% |
| 1Y | +55.6% | +68.2% | -12.6% | +34.1% |
| 3Y | +133.1% | +88.8% | +44.3% | +87.8% |
| 5Y | +104.7% | -10.5% | +115.2% | +100.6% |
| 10Y | +303.6% | +219.7% | +83.9% | +150.8% |
| All | +303.6% | +219.6% | +84.0% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling