-53.2%
TE vs RVTY
+32.3%
-85.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | +1.1% | -5.1% | -4.4% |
| 30D | -15.9% | +13.2% | -29.1% | -20.1% |
| 3M | -60.5% | +27.2% | -87.8% | -64.6% |
| 6M | -35.2% | +32.4% | -67.6% | -43.3% |
| YTD | -31.1% | +34.9% | -66.0% | -40.6% |
| 1Y | +148.6% | +52.4% | +96.3% | +101.3% |
| 3Y | -26.4% | +12.3% | -38.7% | -33.6% |
| 5Y | -48.0% | -30.8% | -17.2% | -48.6% |
| All | -53.2% | +32.3% | -85.5% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling