+6.9%
TLT vs RVTY
+78.0%
-71.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +6.2% | +1.0% | +5.2% | +6.0% |
| 3M | +0.1% | +35.8% | -35.8% | -2.4% |
| 6M | -3.0% | +56.7% | -59.7% | -6.6% |
| YTD | -2.7% | +60.7% | -63.4% | -6.8% |
| 1Y | -4.8% | +73.7% | -78.5% | -9.5% |
| 3Y | +6.9% | +82.8% | -75.8% | -2.3% |
| All | +6.9% | +78.0% | -71.0% | -2.3% |
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