-25.0%
TGT vs RVTY
-34.2%
+9.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -2.3% |
| 7D | -3.6% | -5.4% | +1.8% | -1.6% |
| 30D | +4.4% | +6.7% | -2.3% | +1.9% |
| 3M | +25.4% | +19.0% | +6.4% | +17.1% |
| 6M | +33.4% | +34.6% | -1.3% | +18.1% |
| YTD | +65.6% | +28.3% | +37.3% | +48.2% |
| 1Y | +80.3% | +46.0% | +34.2% | +52.2% |
| 3Y | +42.1% | +16.9% | +25.3% | +26.5% |
| 5Y | -25.0% | -32.9% | +7.9% | -17.5% |
| All | -25.0% | -34.2% | +9.2% | -17.5% |
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