+1,753.6%
TSM vs RVTY
+140.1%
+1,613.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.3% |
| 7D | +6.0% | +0.4% | +5.7% | +5.8% |
| 30D | +4.5% | +10.8% | -6.3% | 0.0% |
| 3M | +3.1% | +26.8% | -23.7% | -7.4% |
| 6M | +30.2% | +39.3% | -9.1% | +11.6% |
| YTD | +45.2% | +31.6% | +13.6% | +26.6% |
| 1Y | +79.6% | +47.7% | +31.9% | +48.0% |
| 3Y | +411.0% | +19.9% | +391.1% | +339.7% |
| 5Y | +290.7% | -32.3% | +323.1% | +333.4% |
| 10Y | +1,753.6% | +138.4% | +1,615.2% | +911.2% |
| All | +1,753.6% | +140.1% | +1,613.5% | +911.2% |
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 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