-45.3%
TE vs RVTY
+66.4%
-111.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.7% |
| 7D | -19.1% | -0.5% | -18.6% | -19.0% |
| 30D | -34.1% | +1.5% | -35.7% | -33.7% |
| 3M | -60.1% | +31.5% | -91.6% | -60.5% |
| 6M | -66.0% | +62.7% | -128.6% | -67.4% |
| YTD | -71.4% | +60.0% | -131.4% | -72.1% |
| 1Y | -45.3% | +65.7% | -111.0% | -45.3% |
| All | -45.3% | +66.4% | -111.7% | -45.3% |
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 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