+147.5%
TTMI vs RVTY
+43.1%
+104.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.4% |
| 7D | +6.0% | -7.4% | +13.4% | +10.1% |
| 30D | -6.4% | +4.5% | -10.9% | -8.5% |
| 3M | -28.9% | +19.5% | -48.4% | -36.0% |
| 6M | +26.9% | +34.1% | -7.3% | +3.4% |
| YTD | +77.3% | +25.3% | +52.0% | +49.4% |
| 1Y | +147.5% | +47.0% | +100.5% | +92.9% |
| All | +147.5% | +43.1% | +104.4% | +92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling