+6,170.5%
TGT vs RVTY
+2,885.1%
+3,285.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +4.7% | +1.5% | +3.1% | +4.0% |
| 3M | +4.6% | +31.5% | -26.9% | -2.6% |
| 6M | +34.9% | +62.7% | -27.8% | +19.2% |
| YTD | +70.9% | +60.0% | +10.9% | +50.6% |
| 1Y | +84.4% | +65.7% | +18.7% | +60.9% |
| 3Y | +69.1% | +85.2% | -16.1% | +42.2% |
| 5Y | -26.9% | -14.9% | -12.0% | -27.7% |
| 10Y | +207.6% | +211.9% | -4.2% | +126.6% |
| All | +6,170.5% | +2,885.1% | +3,285.4% | +2,278.6% |
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