-29.4%
TMF vs RVTY
+90.0%
-119.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.4% | -0.7% | -2.6% | -3.3% |
| 30D | +11.5% | +1.7% | +9.8% | +10.8% |
| 3M | -4.5% | +36.8% | -41.3% | -11.5% |
| 6M | -15.0% | +60.1% | -75.1% | -24.3% |
| YTD | -19.9% | +64.0% | -83.8% | -29.7% |
| 1Y | -26.6% | +68.2% | -94.8% | -36.0% |
| All | -29.4% | +90.0% | -119.4% | -45.8% |
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