+131.4%
TLT vs RVTY
+2,631.1%
-2,499.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.3% |
| 7D | +0.3% | +6.0% | -5.7% | +0.7% |
| 30D | +5.1% | +4.3% | +0.8% | +5.4% |
| 3M | -0.2% | +40.2% | -40.4% | +1.9% |
| 6M | -2.9% | +59.3% | -62.2% | 0.0% |
| YTD | -2.7% | +66.5% | -69.2% | +0.7% |
| 1Y | -4.6% | +77.5% | -82.1% | -0.9% |
| 3Y | +6.1% | +92.5% | -86.4% | +11.8% |
| 5Y | -35.1% | -6.8% | -28.3% | -35.3% |
| 10Y | -12.5% | +225.4% | -237.9% | +1.5% |
| All | +131.4% | +2,631.1% | -2,499.7% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling