+15,818.7%
TT vs RVTY
+2,416.7%
+13,402.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -7.2% | +13.2% | -20.4% | -10.8% |
| 3M | -3.0% | +27.2% | -30.2% | -10.4% |
| 6M | +1.4% | +32.4% | -31.1% | -8.2% |
| YTD | +15.9% | +34.9% | -19.0% | +3.8% |
| 1Y | +9.4% | +52.4% | -42.9% | -6.2% |
| 3Y | +124.4% | +12.3% | +112.1% | +104.6% |
| 5Y | +138.0% | -30.8% | +168.8% | +148.8% |
| 10Y | +886.4% | +150.7% | +735.7% | +574.4% |
| All | +15,818.7% | +2,416.7% | +13,402.0% | +4,811.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling