+12,377.6%
TSM vs RVTY
+1,847.8%
+10,529.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.1% |
| 7D | -2.5% | +6.0% | -8.5% | -4.6% |
| 30D | -14.3% | +4.3% | -18.6% | -15.5% |
| 3M | -7.2% | +40.2% | -47.5% | -19.0% |
| 6M | -5.1% | +59.3% | -64.4% | -21.8% |
| YTD | +28.9% | +66.5% | -37.6% | +3.4% |
| 1Y | +37.1% | +77.5% | -40.4% | +6.9% |
| 3Y | +341.5% | +92.5% | +249.0% | +222.4% |
| 5Y | +245.7% | -6.8% | +252.5% | +225.9% |
| 10Y | +1,502.2% | +225.4% | +1,276.9% | +807.1% |
| All | +12,377.6% | +1,847.8% | +10,529.8% | +2,604.3% |
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 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