+467.2%
TDY vs RVTY
+145.6%
+321.5%
-48.9%
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% | +0.3% |
| 7D | -1.1% | -4.5% | +3.4% | +0.4% |
| 30D | -12.0% | +5.5% | -17.5% | -13.8% |
| 3M | -3.2% | +22.5% | -25.7% | -10.3% |
| 6M | -7.9% | +38.9% | -46.8% | -18.8% |
| YTD | +18.2% | +28.7% | -10.5% | +6.4% |
| 1Y | +6.7% | +45.5% | -38.8% | -8.6% |
| 3Y | +47.5% | +16.4% | +31.2% | +31.7% |
| 5Y | +39.5% | -32.7% | +72.2% | +51.4% |
| All | +467.2% | +145.6% | +321.5% | +190.1% |
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