+7,930.8%
TD vs RVTY
+1,797.6%
+6,133.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +0.4% | +13.2% | -12.8% | -2.4% |
| 3M | +7.6% | +27.2% | -19.6% | +1.6% |
| 6M | +25.0% | +32.4% | -7.4% | +16.5% |
| YTD | +31.0% | +34.9% | -3.9% | +21.2% |
| 1Y | +65.2% | +52.4% | +12.8% | +48.2% |
| 3Y | +122.5% | +12.3% | +110.2% | +108.4% |
| 5Y | +124.8% | -30.8% | +155.6% | +131.1% |
| 10Y | +298.2% | +150.7% | +147.5% | +198.6% |
| All | +7,930.8% | +1,797.6% | +6,133.2% | +3,412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling