+196.4%
TW vs RVTY
+24.6%
+171.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | 0.0% |
| 7D | -2.7% | -7.4% | +4.7% | -1.2% |
| 30D | -1.7% | +4.5% | -6.2% | -2.7% |
| 3M | +1.6% | +19.5% | -17.9% | -2.6% |
| 6M | -17.7% | +34.1% | -51.8% | -23.6% |
| YTD | -4.3% | +25.3% | -29.6% | -10.2% |
| 1Y | -13.1% | +47.0% | -60.1% | -21.9% |
| 3Y | +20.3% | +14.1% | +6.2% | +11.1% |
| 5Y | +22.0% | -34.6% | +56.5% | +34.5% |
| All | +196.4% | +24.6% | +171.8% | +135.9% |
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 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