+36.0%
TSM vs RVTY
+74.0%
-38.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -1.7% |
| 7D | -10.0% | -3.6% | -6.4% | -9.2% |
| 30D | -18.5% | +1.4% | -19.9% | -18.7% |
| 3M | -4.9% | +43.2% | -48.1% | -12.1% |
| 6M | -1.0% | +84.5% | -85.5% | -15.4% |
| YTD | +31.3% | +65.2% | -33.9% | +13.7% |
| 1Y | +36.0% | +74.3% | -38.3% | +18.2% |
| All | +36.0% | +74.0% | -38.0% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling