-68.7%
TMF vs RVTY
+952.8%
-1,021.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.2% |
| 30D | -2.8% | +13.2% | -16.0% | -0.7% |
| 3M | -10.9% | +27.2% | -38.2% | -6.9% |
| 6M | -21.3% | +32.4% | -53.7% | -17.2% |
| YTD | -15.9% | +34.9% | -50.7% | -10.9% |
| 1Y | -15.7% | +52.4% | -68.1% | -8.3% |
| 3Y | -43.4% | +12.3% | -55.6% | -42.8% |
| 5Y | -87.8% | -30.8% | -56.9% | -89.6% |
| 10Y | -86.7% | +150.7% | -237.4% | -76.5% |
| All | -68.7% | +952.8% | -1,021.4% | +38.4% |
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