+14,178.8%
TT vs RVTY
+2,899.1%
+11,279.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.5% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -14.0% | +1.0% | -15.0% | -14.4% |
| 3M | -15.9% | +35.8% | -51.7% | -24.0% |
| 6M | -17.3% | +56.7% | -74.0% | -29.0% |
| YTD | +4.0% | +60.7% | -56.8% | -12.3% |
| 1Y | -7.1% | +73.7% | -80.8% | -23.7% |
| 3Y | +90.2% | +82.8% | +7.5% | +49.0% |
| 5Y | +131.1% | -7.0% | +138.1% | +119.1% |
| 10Y | +777.7% | +212.3% | +565.4% | +457.4% |
| All | +14,178.8% | +2,899.1% | +11,279.8% | +4,049.1% |
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