-88.3%
TMF vs RVTY
-15.1%
-73.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -9.3% | -0.5% | -8.8% | -9.2% |
| 30D | +1.9% | +1.5% | +0.4% | +1.3% |
| 3M | -11.2% | +31.5% | -42.7% | -17.4% |
| 6M | -17.7% | +62.7% | -80.4% | -27.7% |
| YTD | -24.5% | +60.0% | -84.4% | -33.9% |
| 1Y | -29.4% | +65.7% | -95.1% | -38.9% |
| 3Y | -33.4% | +85.2% | -118.6% | -45.6% |
| All | -88.3% | -15.1% | -73.2% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling