+131.3%
TLT vs RVTY
+2,535.8%
-2,404.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | +0.1% | +35.8% | -35.8% | +2.0% |
| 6M | -3.0% | +56.7% | -59.7% | -0.1% |
| YTD | -2.7% | +60.7% | -63.4% | +0.4% |
| 1Y | -4.8% | +73.7% | -78.5% | -1.2% |
| 3Y | +6.9% | +82.8% | -75.8% | +12.3% |
| 5Y | -34.5% | -7.0% | -27.4% | -34.5% |
| 10Y | -17.3% | +212.3% | -229.6% | -4.3% |
| All | +131.3% | +2,535.8% | -2,404.5% | +222.9% |
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