-22.5%
TNA vs RVTY
-34.5%
+12.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -0.5% |
| 7D | -7.6% | -7.4% | -0.2% | +0.3% |
| 30D | -13.6% | +4.5% | -18.1% | -18.0% |
| 3M | +2.8% | +19.5% | -16.6% | -17.0% |
| 6M | +34.5% | +34.1% | +0.4% | -5.6% |
| YTD | +41.0% | +25.3% | +15.8% | +5.3% |
| 1Y | +52.0% | +47.0% | +5.0% | -5.4% |
| 3Y | +103.5% | +14.1% | +89.3% | +67.7% |
| 5Y | -22.5% | -34.6% | +12.0% | +19.8% |
| All | -22.5% | -34.5% | +12.0% | +19.8% |
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 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