+1,059.0%
TSN vs RVTY
+2,959.8%
-1,900.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.3% | -0.7% | +0.5% | -0.2% |
| 30D | +11.8% | +1.7% | +10.0% | +11.2% |
| 3M | +7.1% | +36.8% | -29.7% | +1.0% |
| 6M | -9.2% | +60.1% | -69.3% | -17.0% |
| YTD | +4.8% | +64.0% | -59.2% | -5.2% |
| 1Y | +11.6% | +68.2% | -56.6% | +0.5% |
| 3Y | +41.5% | +88.8% | -47.2% | +22.8% |
| 5Y | -15.5% | -10.5% | -5.0% | -18.0% |
| 10Y | +16.9% | +219.7% | -202.8% | -11.2% |
| All | +1,059.0% | +2,959.8% | -1,900.8% | +445.2% |
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