+901.9%
TTMI vs RVTY
+16.6%
+885.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +4.0% |
| 7D | +12.2% | +0.4% | +11.8% | +11.9% |
| 30D | -5.7% | +10.8% | -16.6% | -9.9% |
| 3M | -27.5% | +26.8% | -54.3% | -35.2% |
| 6M | +47.1% | +39.3% | +7.8% | +25.0% |
| YTD | +87.5% | +31.6% | +55.8% | +63.2% |
| 1Y | +175.2% | +47.7% | +127.5% | +129.3% |
| 3Y | +901.9% | +19.9% | +882.0% | +776.3% |
| All | +901.9% | +16.6% | +885.3% | +776.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling