+293.8%
TRV vs RVTY
+139.0%
+154.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.9% |
| 7D | -1.5% | -7.4% | +5.9% | -0.2% |
| 30D | -1.8% | +4.5% | -6.3% | -2.7% |
| 3M | +21.6% | +19.5% | +2.1% | +17.4% |
| 6M | +22.5% | +34.1% | -11.7% | +15.2% |
| YTD | +28.1% | +25.3% | +2.9% | +21.5% |
| 1Y | +37.0% | +47.0% | -10.0% | +25.4% |
| 3Y | +141.9% | +14.1% | +127.8% | +127.2% |
| 5Y | +158.5% | -34.6% | +193.1% | +173.6% |
| All | +293.8% | +139.0% | +154.8% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling