+297.1%
TD vs RVTY
+134.6%
+162.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | -1.9% | -5.4% | +3.5% | -0.6% |
| 30D | -1.6% | +6.7% | -8.4% | -3.3% |
| 3M | +4.6% | +19.0% | -14.4% | -0.2% |
| 6M | +26.8% | +34.6% | -7.8% | +16.7% |
| YTD | +28.3% | +28.3% | +0.1% | +19.1% |
| 1Y | +60.4% | +46.0% | +14.4% | +43.3% |
| 3Y | +125.7% | +16.9% | +108.8% | +106.9% |
| 5Y | +122.4% | -32.9% | +155.3% | +135.5% |
| 10Y | +297.1% | +141.6% | +155.5% | +161.3% |
| All | +297.1% | +134.6% | +162.5% | +161.3% |
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