+8,094.7%
TMO vs RVTY
+2,356.0%
+5,738.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.9% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.5% | +10.8% | -9.3% | -2.4% |
| 3M | +28.5% | +26.8% | +1.8% | +17.6% |
| 6M | +20.4% | +39.3% | -19.0% | +6.1% |
| YTD | +4.3% | +31.6% | -27.3% | -6.4% |
| 1Y | +24.1% | +47.7% | -23.6% | +6.7% |
| 3Y | +17.5% | +19.9% | -2.4% | +7.2% |
| 5Y | +6.8% | -32.3% | +39.1% | +19.0% |
| 10Y | +311.9% | +138.4% | +173.4% | +202.1% |
| All | +8,094.7% | +2,356.0% | +5,738.8% | +3,279.1% |
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