+52.1%
TEL vs RVTY
-32.9%
+85.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.8% |
| 7D | +1.2% | -5.4% | +6.6% | +3.3% |
| 30D | -4.1% | +6.7% | -10.9% | -6.7% |
| 3M | -2.6% | +19.0% | -21.6% | -9.7% |
| 6M | 0.0% | +34.6% | -34.6% | -12.1% |
| YTD | -9.1% | +28.3% | -37.3% | -19.1% |
| 1Y | -0.8% | +46.0% | -46.9% | -16.7% |
| 3Y | +67.4% | +16.9% | +50.5% | +48.9% |
| All | +52.1% | -32.9% | +85.1% | +65.5% |
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