+508.5%
TTD vs RVTY
+211.6%
+296.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +2.4% |
| 7D | +21.3% | -0.5% | +21.7% | +21.9% |
| 30D | +28.7% | +1.5% | +27.2% | +27.3% |
| 3M | +7.7% | +31.5% | -23.8% | -11.2% |
| 6M | -23.5% | +62.7% | -86.1% | -46.6% |
| YTD | -58.7% | +60.0% | -118.7% | -71.5% |
| 1Y | -63.4% | +65.7% | -129.1% | -75.6% |
| 3Y | -75.3% | +85.2% | -160.5% | -86.7% |
| 5Y | -84.4% | -14.9% | -69.5% | -83.4% |
| All | +508.5% | +211.6% | +296.9% | +134.0% |
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