+12,981.4%
TDG vs RVTY
+519.3%
+12,462.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | -6.5% | +10.8% | -17.4% | -10.5% |
| 3M | -5.1% | +26.8% | -31.8% | -14.2% |
| 6M | -11.5% | +39.3% | -50.9% | -23.5% |
| YTD | -13.9% | +31.6% | -45.5% | -24.2% |
| 1Y | -11.5% | +47.7% | -59.1% | -26.1% |
| 3Y | +53.7% | +19.9% | +33.7% | +32.8% |
| 5Y | +135.5% | -32.3% | +167.9% | +152.5% |
| 10Y | +535.2% | +138.4% | +396.7% | +273.3% |
| All | +12,981.4% | +519.3% | +12,462.1% | +4,520.6% |
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