-43.8%
TE vs RVTY
-32.5%
-11.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +11.2% |
| 7D | +18.2% | +0.4% | +17.8% | +17.7% |
| 30D | -13.5% | +10.8% | -24.3% | -18.4% |
| 3M | -44.6% | +26.8% | -71.4% | -52.2% |
| 6M | -24.7% | +39.3% | -64.0% | -39.0% |
| YTD | -24.3% | +31.6% | -55.9% | -37.3% |
| 1Y | +155.6% | +47.7% | +107.9% | +94.1% |
| 3Y | -18.3% | +19.9% | -38.2% | -31.5% |
| All | -43.8% | -32.5% | -11.3% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling