+45.8%
TDY vs RVTY
+13.9%
+31.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.7% |
| 7D | -1.9% | -7.4% | +5.5% | -0.2% |
| 30D | -12.5% | +4.5% | -17.0% | -13.5% |
| 3M | -0.8% | +19.5% | -20.3% | -5.2% |
| 6M | -9.0% | +34.1% | -43.1% | -15.8% |
| YTD | +16.8% | +25.3% | -8.5% | +9.5% |
| 1Y | +9.5% | +47.0% | -37.5% | -1.4% |
| All | +45.8% | +13.9% | +31.9% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling