-10.1%
TSM vs RVTY
+66.1%
-76.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.6% |
| 7D | -7.6% | -1.2% | -6.4% | -7.1% |
| 30D | -20.5% | +1.0% | -21.5% | -20.1% |
| 3M | -10.0% | +35.8% | -45.8% | -11.4% |
| 6M | -10.1% | +56.7% | -66.8% | -12.9% |
| All | -10.1% | +66.1% | -76.1% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling