+2.8%
TLT vs RVTY
+85.4%
-82.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.3% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | +1.0% | +1.5% | -0.5% | +0.9% |
| 3M | -2.7% | +31.5% | -34.2% | -4.9% |
| 6M | -4.1% | +62.7% | -66.8% | -8.0% |
| YTD | -5.4% | +60.0% | -65.3% | -9.3% |
| 1Y | -7.0% | +65.7% | -72.7% | -11.2% |
| 3Y | +2.8% | +85.2% | -82.4% | -5.6% |
| All | +2.8% | +85.4% | -82.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling