+20.6%
TW vs RVTY
+16.6%
+4.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | 0.0% |
| 7D | -0.5% | -5.4% | +4.9% | -0.4% |
| 30D | -0.6% | +6.7% | -7.4% | -0.7% |
| 3M | +3.4% | +19.0% | -15.6% | +3.1% |
| 6M | -18.4% | +34.6% | -53.1% | -19.1% |
| YTD | -3.9% | +28.3% | -32.2% | -4.5% |
| 1Y | -13.3% | +46.0% | -59.4% | -14.4% |
| All | +20.6% | +16.6% | +4.0% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling