+812.9%
TTMI vs RVTY
-34.2%
+847.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.8% |
| 7D | +7.5% | -5.4% | +12.9% | +10.1% |
| 30D | -4.5% | +6.7% | -11.2% | -7.3% |
| 3M | -28.5% | +19.0% | -47.5% | -34.5% |
| 6M | +28.4% | +34.6% | -6.3% | +10.3% |
| YTD | +80.1% | +28.3% | +51.8% | +58.1% |
| 1Y | +161.0% | +46.0% | +115.0% | +116.8% |
| 3Y | +862.4% | +16.9% | +845.6% | +747.3% |
| 5Y | +812.9% | -32.9% | +845.9% | +846.3% |
| All | +812.9% | -34.2% | +847.1% | +846.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling