+218.5%
TRU vs RVTY
+145.7%
+72.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.6% |
| 7D | -7.2% | +0.4% | -7.6% | -7.4% |
| 30D | -2.8% | +10.8% | -13.6% | -7.9% |
| 3M | +13.0% | +26.8% | -13.8% | -0.7% |
| 6M | +0.7% | +39.3% | -38.6% | -16.7% |
| YTD | -9.0% | +31.6% | -40.6% | -22.8% |
| 1Y | -16.3% | +47.7% | -64.0% | -33.5% |
| 3Y | -1.1% | +19.9% | -21.0% | -14.5% |
| 5Y | -36.0% | -32.3% | -3.7% | -28.3% |
| 10Y | +139.9% | +138.4% | +1.5% | +32.9% |
| All | +218.5% | +145.7% | +72.8% | +68.6% |
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