-20.7%
TLT vs RVTY
+140.1%
-160.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | +10.8% | -11.1% | -0.5% |
| 3M | -1.7% | +26.8% | -28.5% | -2.2% |
| 6M | -4.9% | +39.3% | -44.2% | -5.5% |
| YTD | -2.8% | +31.6% | -34.4% | -3.4% |
| 1Y | -4.2% | +47.7% | -51.9% | -4.9% |
| 3Y | -1.1% | +19.9% | -21.0% | -1.8% |
| 5Y | -33.7% | -32.3% | -1.4% | -35.7% |
| 10Y | -20.7% | +138.4% | -159.1% | -15.1% |
| All | -20.7% | +140.1% | -160.7% | -15.1% |
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