+8,128.2%
TD vs RVTY
+2,150.8%
+5,977.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +5.2% | +1.5% | +3.7% | +4.7% |
| 3M | +1.2% | +31.5% | -30.2% | -5.3% |
| 6M | +17.7% | +62.7% | -44.9% | +4.7% |
| YTD | +34.2% | +60.0% | -25.7% | +19.1% |
| 1Y | +55.4% | +65.7% | -10.3% | +36.6% |
| 3Y | +130.4% | +85.2% | +45.2% | +92.8% |
| 5Y | +101.8% | -14.9% | +116.7% | +97.4% |
| 10Y | +301.9% | +211.9% | +90.0% | +186.1% |
| All | +8,128.2% | +2,150.8% | +5,977.5% | +3,350.0% |
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