+131.4%
TD vs RVTY
+90.0%
+41.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -3.1% | -0.7% | -2.3% | -3.0% |
| 30D | +6.7% | +1.7% | +4.9% | +6.3% |
| 3M | +3.1% | +36.8% | -33.7% | -2.1% |
| 6M | +17.6% | +60.1% | -42.5% | +8.7% |
| YTD | +34.8% | +64.0% | -29.2% | +23.3% |
| 1Y | +55.6% | +68.2% | -12.6% | +41.6% |
| All | +131.4% | +90.0% | +41.4% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling