+277.8%
TW vs RVTY
+63.1%
+214.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | +2.8% | -0.7% | +3.6% | +2.9% |
| 30D | +18.1% | +1.7% | +16.3% | +17.4% |
| 3M | +25.2% | +36.8% | -11.6% | +17.0% |
| 6M | +19.1% | +60.1% | -41.0% | +7.1% |
| YTD | +21.9% | +64.0% | -42.1% | +8.0% |
| 1Y | +18.9% | +68.2% | -49.3% | +4.5% |
| 3Y | +41.7% | +88.8% | -47.0% | +15.2% |
| 5Y | +40.4% | -10.5% | +50.9% | +43.9% |
| All | +277.8% | +63.1% | +214.7% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling