-12.2%
TLT vs RVTY
+216.9%
-229.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.7% | +4.1% | -6.8% | -2.8% |
| 30D | +2.2% | +1.3% | +0.9% | +2.1% |
| 3M | -1.7% | +33.3% | -35.0% | -2.3% |
| 6M | -4.0% | +58.3% | -62.2% | -4.8% |
| YTD | -4.9% | +62.7% | -67.6% | -5.9% |
| 1Y | -7.4% | +67.2% | -74.6% | -8.3% |
| 3Y | +3.0% | +87.3% | -84.3% | +2.4% |
| 5Y | -35.1% | -13.4% | -21.6% | -37.2% |
| All | -12.2% | +216.9% | -229.1% | -5.6% |
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 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