+558.1%
TTD vs RVTY
+212.9%
+345.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.9% |
| 7D | +19.9% | -2.7% | +22.6% | +22.1% |
| 30D | +27.6% | +3.2% | +24.4% | +24.9% |
| 3M | +15.2% | +37.2% | -22.0% | -7.7% |
| 6M | -33.2% | +57.7% | -90.9% | -52.2% |
| YTD | -59.4% | +64.8% | -124.2% | -72.5% |
| 1Y | -64.4% | +72.8% | -137.2% | -76.9% |
| 3Y | -75.9% | +89.8% | -165.7% | -87.2% |
| 5Y | -82.6% | -8.4% | -74.2% | -82.5% |
| 10Y | +558.1% | +219.5% | +338.7% | +158.0% |
| All | +558.1% | +212.9% | +345.2% | +158.0% |
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