-9.3%
TDG vs RVTY
+57.1%
-66.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -7.4% | +13.2% | -20.6% | -10.4% |
| 3M | -5.4% | +27.2% | -32.6% | -11.8% |
| 6M | -11.6% | +32.4% | -44.0% | -19.5% |
| YTD | -12.6% | +34.9% | -47.5% | -20.6% |
| 1Y | -9.3% | +52.4% | -61.7% | -19.4% |
| All | -9.3% | +57.1% | -66.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling