+131.2%
TLT vs RVTY
+2,111.9%
-1,980.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | -0.6% | +13.2% | -13.8% | +0.2% |
| 3M | -2.7% | +27.2% | -30.0% | -1.3% |
| 6M | -5.6% | +32.4% | -38.0% | -3.9% |
| YTD | -2.8% | +34.9% | -37.6% | -0.8% |
| 1Y | -1.4% | +52.4% | -53.8% | +1.5% |
| 3Y | -1.6% | +12.3% | -13.9% | -0.3% |
| 5Y | -33.8% | -30.8% | -3.0% | -35.4% |
| 10Y | -21.1% | +150.7% | -171.8% | -10.2% |
| All | +131.2% | +2,111.9% | -1,980.6% | +219.1% |
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