+36.1%
TPR vs RVTY
+69.5%
-33.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.4% |
| 7D | +14.2% | -1.2% | +15.4% | +14.1% |
| 30D | +17.1% | +1.0% | +16.1% | +16.5% |
| 3M | -17.7% | +35.8% | -53.5% | -23.3% |
| 6M | -10.2% | +56.7% | -66.9% | -19.7% |
| YTD | +4.9% | +60.7% | -55.8% | -7.3% |
| 1Y | +36.1% | +73.7% | -37.6% | +20.0% |
| All | +36.1% | +69.5% | -33.4% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling