+383.3%
TPR vs RVTY
+212.9%
+170.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +12.1% | -2.7% | +14.7% | +13.1% |
| 30D | +16.7% | +3.2% | +13.4% | +14.0% |
| 3M | -17.4% | +37.2% | -54.6% | -30.3% |
| 6M | +2.3% | +57.7% | -55.4% | -20.3% |
| YTD | +7.1% | +64.8% | -57.7% | -19.5% |
| 1Y | +29.5% | +72.8% | -43.3% | -5.6% |
| 3Y | +415.0% | +89.8% | +325.3% | +236.4% |
| 5Y | +261.5% | -8.4% | +269.9% | +247.2% |
| 10Y | +383.3% | +219.5% | +163.8% | +104.3% |
| All | +383.3% | +212.9% | +170.4% | +104.3% |
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