-2.0%
TRU vs RVTY
+13.9%
-15.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.1% |
| 7D | -9.4% | -7.4% | -2.0% | -5.8% |
| 30D | -4.1% | +4.5% | -8.6% | -6.4% |
| 3M | +13.6% | +19.5% | -5.9% | +2.6% |
| 6M | +3.6% | +34.1% | -30.5% | -13.1% |
| YTD | -9.8% | +25.3% | -35.1% | -21.8% |
| 1Y | -13.6% | +47.0% | -60.6% | -32.1% |
| All | -2.0% | +13.9% | -15.9% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling