-48.8%
TE vs RVTY
+67.3%
-116.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -7.3% |
| 7D | -13.6% | +4.1% | -17.7% | -14.3% |
| 30D | -37.7% | +1.3% | -39.0% | -37.4% |
| 3M | -59.8% | +33.3% | -93.1% | -60.4% |
| 6M | -66.3% | +58.3% | -124.6% | -67.6% |
| YTD | -70.5% | +62.7% | -133.2% | -71.7% |
| 1Y | -48.8% | +67.2% | -116.1% | -47.4% |
| All | -48.8% | +67.3% | -116.2% | -47.4% |
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 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