+220.3%
TTMI vs RVTY
+289.0%
-68.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.0% |
| 7D | +11.4% | -0.5% | +11.8% | +11.9% |
| 30D | -28.3% | +1.5% | -29.8% | -28.3% |
| 3M | -46.7% | +31.5% | -78.1% | -53.9% |
| 6M | -56.1% | +62.7% | -118.8% | -66.6% |
| YTD | +7.4% | +60.0% | -52.6% | -18.0% |
| 1Y | +17.4% | +65.7% | -48.3% | -12.1% |
| 3Y | +429.1% | +85.2% | +343.9% | +258.3% |
| 5Y | +418.8% | -14.9% | +433.7% | +413.5% |
| 10Y | +411.2% | +211.9% | +199.4% | +135.5% |
| All | +220.3% | +289.0% | -68.7% | +20.9% |
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 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