+361.1%
TTD vs RVTY
+137.3%
+223.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.7% |
| 7D | -4.6% | -5.4% | +0.8% | -1.0% |
| 30D | +3.7% | +6.7% | -3.1% | -1.0% |
| 3M | -30.2% | +19.0% | -49.2% | -38.9% |
| 6M | -51.4% | +34.6% | -86.0% | -61.8% |
| YTD | -63.4% | +28.3% | -91.7% | -70.5% |
| 1Y | -73.5% | +46.0% | -119.6% | -80.9% |
| 3Y | -83.5% | +16.9% | -100.3% | -87.4% |
| 5Y | -80.9% | -32.9% | -48.0% | -75.9% |
| All | +361.1% | +137.3% | +223.8% | +114.6% |
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 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