+1,641.8%
TSM vs RVTY
+219.6%
+1,422.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +4.4% | -0.7% | +5.2% | +5.0% |
| 30D | -7.0% | +1.7% | -8.7% | -7.5% |
| 3M | -1.8% | +36.8% | -38.6% | -14.0% |
| 6M | +2.7% | +60.1% | -57.4% | -16.6% |
| YTD | +37.1% | +64.0% | -26.9% | +8.9% |
| 1Y | +43.5% | +68.2% | -24.7% | +12.4% |
| 3Y | +341.5% | +88.8% | +252.7% | +212.7% |
| 5Y | +278.9% | -10.5% | +289.4% | +271.6% |
| 10Y | +1,641.8% | +219.7% | +1,422.1% | +741.3% |
| All | +1,641.8% | +219.6% | +1,422.2% | +741.3% |
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