+232.6%
TPR vs RVTY
-10.9%
+243.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | +6.4% | -0.7% | +7.1% | +6.5% |
| 30D | +13.8% | +1.7% | +12.0% | +12.5% |
| 3M | -16.6% | +36.8% | -53.4% | -26.3% |
| 6M | +0.7% | +60.1% | -59.4% | -16.7% |
| YTD | +5.3% | +64.0% | -58.6% | -14.5% |
| 1Y | +32.4% | +68.2% | -35.9% | +6.0% |
| 3Y | +406.4% | +88.8% | +317.6% | +271.7% |
| All | +232.6% | -10.9% | +243.5% | +222.8% |
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