+13,634.3%
TSM vs RVTY
+1,477.4%
+12,156.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +3.6% | +13.2% | -9.6% | -1.4% |
| 3M | -3.4% | +27.2% | -30.6% | -12.6% |
| 6M | +20.6% | +32.4% | -11.8% | +6.8% |
| YTD | +41.9% | +34.9% | +7.0% | +23.9% |
| 1Y | +84.4% | +52.4% | +32.0% | +52.8% |
| 3Y | +380.2% | +12.3% | +367.9% | +331.1% |
| 5Y | +275.3% | -30.8% | +306.2% | +298.5% |
| 10Y | +1,751.4% | +150.7% | +1,600.7% | +1,062.7% |
| All | +13,634.3% | +1,477.4% | +12,156.9% | +3,141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling