-79.9%
TE vs RVTY
+59.7%
-139.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -7.2% |
| 7D | -13.6% | +4.1% | -17.7% | -15.0% |
| 30D | -37.7% | +1.3% | -39.0% | -37.5% |
| 3M | -59.8% | +33.3% | -93.1% | -64.1% |
| 6M | -66.3% | +58.3% | -124.6% | -72.4% |
| YTD | -70.5% | +62.7% | -133.2% | -76.4% |
| 1Y | -48.8% | +67.2% | -116.1% | -59.7% |
| 3Y | +31.3% | +87.3% | -56.0% | -0.4% |
| 5Y | -82.0% | -13.4% | -68.6% | -83.5% |
| All | -79.9% | +59.7% | -139.6% | -82.4% |
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