-84.3%
TMF vs RVTY
+206.3%
-290.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +19.7% | +1.0% | +18.7% | +19.6% |
| 3M | -2.1% | +35.8% | -37.9% | -3.7% |
| 6M | -13.4% | +56.7% | -70.2% | -15.5% |
| YTD | -16.7% | +60.7% | -77.5% | -18.9% |
| 1Y | -23.3% | +73.7% | -97.0% | -25.5% |
| 3Y | -24.8% | +82.8% | -107.6% | -26.2% |
| 5Y | -88.0% | -7.0% | -81.0% | -89.0% |
| All | -84.3% | +206.3% | -290.6% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling