+537.0%
TDG vs RVTY
+145.6%
+391.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.2% |
| 7D | -1.9% | -4.5% | +2.7% | -0.2% |
| 30D | -7.7% | +5.5% | -13.2% | -9.7% |
| 3M | -9.3% | +22.5% | -31.9% | -16.5% |
| 6M | -9.4% | +38.9% | -48.3% | -20.9% |
| YTD | -14.3% | +28.7% | -43.0% | -23.3% |
| 1Y | -11.8% | +45.5% | -57.3% | -25.2% |
| 3Y | +52.0% | +16.4% | +35.6% | +34.1% |
| 5Y | +128.8% | -32.7% | +161.6% | +151.3% |
| All | +537.0% | +145.6% | +391.3% | +222.8% |
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