+285.8%
TEL vs RVTY
+211.6%
+74.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.8% |
| 30D | +2.9% | +1.5% | +1.4% | +2.0% |
| 3M | +1.1% | +31.5% | -30.3% | -11.4% |
| 6M | +5.0% | +62.7% | -57.7% | -17.4% |
| YTD | -3.9% | +60.0% | -63.8% | -24.7% |
| 1Y | -7.4% | +65.7% | -73.2% | -28.9% |
| 3Y | +81.0% | +85.2% | -4.2% | +26.0% |
| 5Y | +42.3% | -14.9% | +57.2% | +42.9% |
| All | +285.8% | +211.6% | +74.2% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling