+203.4%
TGT vs RVTY
+139.0%
+64.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | -5.0% | -7.4% | +2.4% | -2.5% |
| 30D | +3.0% | +4.5% | -1.5% | +1.4% |
| 3M | +22.6% | +19.5% | +3.1% | +14.8% |
| 6M | +31.2% | +34.1% | -2.9% | +17.1% |
| YTD | +63.7% | +25.3% | +38.4% | +48.7% |
| 1Y | +78.5% | +47.0% | +31.5% | +52.1% |
| 3Y | +40.5% | +14.1% | +26.4% | +27.3% |
| 5Y | -25.6% | -34.6% | +9.0% | -19.4% |
| All | +203.4% | +139.0% | +64.4% | +109.1% |
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