+524.6%
TRI vs RVTY
+1,119.9%
-595.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -5.9% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | -2.3% | +10.8% | -13.2% | -4.8% |
| 3M | +19.6% | +26.8% | -7.2% | +12.1% |
| 6M | -8.7% | +39.3% | -48.0% | -17.0% |
| YTD | -22.3% | +31.6% | -53.9% | -28.3% |
| 1Y | -40.7% | +47.7% | -88.4% | -47.1% |
| 3Y | -17.8% | +19.9% | -37.7% | -25.0% |
| 5Y | -8.5% | -32.3% | +23.9% | -4.8% |
| 10Y | +192.6% | +138.4% | +54.1% | +109.5% |
| All | +524.6% | +1,119.9% | -595.2% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling