-25.8%
TE vs RVTY
+74.0%
-99.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -3.0% |
| 7D | +3.8% | -3.6% | +7.4% | +4.2% |
| 30D | -26.2% | +1.4% | -27.6% | -26.3% |
| 3M | -49.7% | +43.2% | -92.9% | -52.0% |
| 6M | -46.5% | +84.5% | -131.0% | -52.3% |
| YTD | -59.1% | +65.2% | -124.3% | -63.3% |
| 1Y | -25.8% | +74.3% | -100.1% | -38.7% |
| All | -25.8% | +74.0% | -99.8% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling