+411.3%
TTMI vs RVTY
+216.9%
+194.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | +22.6% | +4.1% | +18.5% | +20.5% |
| 30D | -34.3% | +1.3% | -35.6% | -34.1% |
| 3M | -44.8% | +33.3% | -78.0% | -52.0% |
| 6M | -53.3% | +58.3% | -111.6% | -63.2% |
| YTD | +10.6% | +62.7% | -52.1% | -14.4% |
| 1Y | +8.2% | +67.2% | -59.0% | -17.4% |
| 3Y | +435.7% | +87.3% | +348.4% | +271.1% |
| 5Y | +434.2% | -13.4% | +447.6% | +432.6% |
| All | +411.3% | +216.9% | +194.4% | +134.3% |
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