+256.1%
TPR vs RVTY
-7.4%
+263.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -2.0% |
| 7D | +14.2% | -1.2% | +15.4% | +14.1% |
| 30D | +17.1% | +1.0% | +16.1% | +16.0% |
| 3M | -17.7% | +35.8% | -53.5% | -27.2% |
| 6M | -10.2% | +56.7% | -66.9% | -25.2% |
| YTD | +4.9% | +60.7% | -55.8% | -14.4% |
| 1Y | +36.1% | +73.7% | -37.6% | +7.4% |
| 3Y | +416.5% | +82.8% | +333.7% | +282.9% |
| All | +256.1% | -7.4% | +263.6% | +254.1% |
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