+76.5%
TNA vs RVTY
+145.6%
-69.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -2.2% |
| 7D | -7.3% | -4.5% | -2.7% | -2.1% |
| 30D | -14.2% | +5.5% | -19.6% | -20.0% |
| 3M | -4.6% | +22.5% | -27.1% | -27.4% |
| 6M | +36.9% | +38.9% | -2.0% | -12.0% |
| YTD | +42.5% | +28.7% | +13.8% | -1.2% |
| 1Y | +45.8% | +45.5% | +0.3% | -13.4% |
| 3Y | +104.7% | +16.4% | +88.3% | +56.9% |
| 5Y | -21.7% | -32.7% | +11.0% | +27.6% |
| All | +76.5% | +145.6% | -69.1% | -48.8% |
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 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