+6,954.6%
TDY vs RVTY
+626.3%
+6,328.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | -1.8% | -5.4% | +3.6% | 0.0% |
| 30D | -13.8% | +6.7% | -20.5% | -15.8% |
| 3M | -3.9% | +19.0% | -22.9% | -9.8% |
| 6M | -9.0% | +34.6% | -43.6% | -18.5% |
| YTD | +16.5% | +28.3% | -11.7% | +5.5% |
| 1Y | +9.3% | +46.0% | -36.8% | -5.7% |
| 3Y | +45.1% | +16.9% | +28.2% | +30.2% |
| 5Y | +35.0% | -32.9% | +67.9% | +42.8% |
| 10Y | +469.0% | +141.6% | +327.4% | +278.4% |
| All | +6,954.6% | +626.3% | +6,328.3% | +2,914.3% |
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