+893.7%
TT vs RVTY
+140.1%
+753.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -7.3% | +10.8% | -18.1% | -10.6% |
| 3M | -2.6% | +26.8% | -29.4% | -10.6% |
| 6M | +5.9% | +39.3% | -33.4% | -6.7% |
| YTD | +15.4% | +31.6% | -16.2% | +2.9% |
| 1Y | +8.2% | +47.7% | -39.4% | -8.1% |
| 3Y | +122.7% | +19.9% | +102.7% | +95.5% |
| 5Y | +145.0% | -32.3% | +177.3% | +168.8% |
| 10Y | +893.7% | +138.4% | +755.3% | +451.0% |
| All | +893.7% | +140.1% | +753.7% | +451.0% |
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