+284.0%
TW vs RVTY
+59.1%
+224.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | +19.9% | +1.5% | +18.4% | +19.3% |
| 3M | +25.9% | +31.5% | -5.5% | +18.6% |
| 6M | +21.1% | +62.7% | -41.5% | +8.5% |
| YTD | +23.9% | +60.0% | -36.1% | +10.2% |
| 1Y | +21.2% | +65.7% | -44.5% | +6.8% |
| 3Y | +44.8% | +85.2% | -40.4% | +18.0% |
| 5Y | +41.4% | -14.9% | +56.3% | +47.0% |
| All | +284.0% | +59.1% | +224.8% | +189.8% |
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