-7.7%
TSN vs RVTY
+139.0%
-146.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +1.4% | -7.4% | +8.8% | +2.7% |
| 30D | -6.2% | +4.5% | -10.7% | -7.0% |
| 3M | -5.7% | +19.5% | -25.1% | -9.0% |
| 6M | -11.4% | +34.1% | -45.5% | -16.8% |
| YTD | -8.2% | +25.3% | -33.4% | -13.0% |
| 1Y | -2.0% | +47.0% | -49.0% | -10.4% |
| 3Y | +11.9% | +14.1% | -2.3% | +5.2% |
| 5Y | -17.8% | -34.6% | +16.8% | -14.4% |
| All | -7.7% | +139.0% | -146.7% | -34.1% |
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