-18.3%
TE vs RVTY
+16.6%
-34.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +11.2% |
| 7D | +18.2% | +0.4% | +17.8% | +17.8% |
| 30D | -13.5% | +10.8% | -24.3% | -18.1% |
| 3M | -44.6% | +26.8% | -71.4% | -51.9% |
| 6M | -24.7% | +39.3% | -64.0% | -38.5% |
| YTD | -24.3% | +31.6% | -55.9% | -36.9% |
| 1Y | +155.6% | +47.7% | +107.9% | +94.0% |
| 3Y | -18.3% | +19.9% | -38.2% | -33.8% |
| All | -18.3% | +16.6% | -34.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling