+11,954.4%
TSM vs RVTY
+1,779.8%
+10,174.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.2% |
| 7D | -7.6% | -1.2% | -6.4% | -7.0% |
| 30D | -20.5% | +1.0% | -21.5% | -20.7% |
| 3M | -10.0% | +35.8% | -45.8% | -20.4% |
| 6M | -10.1% | +56.7% | -66.8% | -25.5% |
| YTD | +24.5% | +60.7% | -36.2% | +1.2% |
| 1Y | +31.2% | +73.7% | -42.5% | +3.2% |
| 3Y | +322.0% | +82.8% | +239.2% | +214.5% |
| 5Y | +245.3% | -7.0% | +252.3% | +225.7% |
| 10Y | +1,465.8% | +212.3% | +1,253.5% | +800.6% |
| All | +11,954.4% | +1,779.8% | +10,174.6% | +2,548.5% |
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