+443.1%
TTMI vs RVTY
+228.0%
+215.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.2% | +9.0% |
| 7D | +5.9% | +1.1% | +4.8% | +5.2% |
| 30D | -4.3% | +13.2% | -17.5% | -10.6% |
| 3M | -32.0% | +27.2% | -59.3% | -40.8% |
| 6M | +19.5% | +32.4% | -12.9% | +1.3% |
| YTD | +82.0% | +34.9% | +47.2% | +52.1% |
| 1Y | +172.6% | +52.4% | +120.3% | +113.1% |
| 3Y | +744.7% | +12.3% | +732.4% | +640.0% |
| 5Y | +805.6% | -30.8% | +836.4% | +896.1% |
| 10Y | +1,057.6% | +150.7% | +906.9% | +499.5% |
| All | +443.1% | +228.0% | +215.1% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling