+240.4%
TPR vs RVTY
-30.5%
+270.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.7% |
| 30D | -23.0% | +13.2% | -36.2% | -26.6% |
| 3M | -12.5% | +27.2% | -39.7% | -20.6% |
| 6M | -21.4% | +32.4% | -53.8% | -30.1% |
| YTD | -3.5% | +34.9% | -38.4% | -15.3% |
| 1Y | +17.4% | +52.4% | -35.0% | -2.2% |
| 3Y | +291.3% | +12.3% | +279.0% | +254.2% |
| All | +240.4% | -30.5% | +270.9% | +260.9% |
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