+41.0%
TDY vs RVTY
-33.1%
+74.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.5% |
| 7D | -1.1% | -4.5% | +3.4% | +0.1% |
| 30D | -12.0% | +5.5% | -17.5% | -13.4% |
| 3M | -3.2% | +22.5% | -25.7% | -8.8% |
| 6M | -7.9% | +38.9% | -46.8% | -16.6% |
| YTD | +18.2% | +28.7% | -10.5% | +8.9% |
| 1Y | +6.7% | +45.5% | -38.8% | -5.4% |
| 3Y | +47.5% | +16.4% | +31.2% | +35.6% |
| All | +41.0% | -33.1% | +74.1% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling