-33.8%
TRU vs RVTY
-33.1%
-0.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.5% |
| 7D | -2.7% | -4.5% | +1.8% | -0.4% |
| 30D | -2.0% | +5.5% | -7.5% | -4.9% |
| 3M | +18.4% | +22.5% | -4.1% | +5.3% |
| 6M | +8.9% | +38.9% | -30.0% | -10.7% |
| YTD | -8.9% | +28.7% | -37.7% | -22.4% |
| 1Y | -15.9% | +45.5% | -61.4% | -33.5% |
| 3Y | -1.1% | +16.4% | -17.5% | -14.1% |
| All | -33.8% | -33.1% | -0.7% | -29.0% |
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