-4.6%
TLT vs RVTY
+76.6%
-81.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.1% |
| 7D | +0.3% | +6.0% | -5.7% | 0.0% |
| 30D | +5.1% | +4.3% | +0.8% | +4.8% |
| 3M | -0.2% | +40.2% | -40.4% | -2.4% |
| 6M | -2.9% | +59.3% | -62.2% | -6.0% |
| YTD | -2.7% | +66.5% | -69.2% | -6.9% |
| All | -4.6% | +76.6% | -81.2% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling