+1,297.6%
TNA vs RVTY
+736.3%
+561.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +1.9% |
| 7D | +4.1% | +0.4% | +3.7% | +3.4% |
| 30D | -7.6% | +10.8% | -18.5% | -20.4% |
| 3M | +8.1% | +26.8% | -18.7% | -24.6% |
| 6M | +49.0% | +39.3% | +9.7% | -10.6% |
| YTD | +51.7% | +31.6% | +20.1% | -3.7% |
| 1Y | +59.6% | +47.7% | +11.9% | -14.2% |
| 3Y | +118.9% | +19.9% | +99.0% | +49.7% |
| 5Y | -19.2% | -32.3% | +13.2% | +29.0% |
| 10Y | +77.2% | +138.4% | -61.2% | -56.6% |
| All | +1,297.6% | +736.3% | +561.3% | -37.5% |
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 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