+750.6%
TT vs RVTY
+217.6%
+533.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.5% |
| 7D | +1.7% | +6.0% | -4.3% | -0.2% |
| 30D | -11.8% | +4.3% | -16.1% | -13.1% |
| 3M | -12.6% | +40.2% | -52.8% | -22.4% |
| 6M | -9.4% | +59.3% | -68.7% | -23.3% |
| YTD | +8.8% | +66.5% | -57.7% | -10.6% |
| 1Y | -2.5% | +77.5% | -80.0% | -21.9% |
| 3Y | +95.7% | +92.5% | +3.2% | +44.8% |
| 5Y | +135.7% | -6.8% | +142.6% | +129.2% |
| 10Y | +750.6% | +225.4% | +525.2% | +338.8% |
| All | +750.6% | +217.6% | +533.0% | +338.8% |
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