+90.2%
TT vs RVTY
+78.0%
+12.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | -14.0% | +1.0% | -15.0% | -14.2% |
| 3M | -15.9% | +35.8% | -51.7% | -20.7% |
| 6M | -17.3% | +56.7% | -74.0% | -24.4% |
| YTD | +4.0% | +60.7% | -56.8% | -6.4% |
| 1Y | -7.1% | +73.7% | -80.8% | -17.8% |
| 3Y | +90.2% | +82.8% | +7.5% | +70.6% |
| All | +90.2% | +78.0% | +12.3% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling