+40.4%
TW vs RVTY
-9.4%
+49.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | +2.8% | -0.7% | +3.6% | +2.9% |
| 30D | +18.1% | +1.7% | +16.3% | +17.6% |
| 3M | +25.2% | +36.8% | -11.6% | +20.1% |
| 6M | +19.1% | +60.1% | -41.0% | +11.4% |
| YTD | +21.9% | +64.0% | -42.1% | +13.0% |
| 1Y | +18.9% | +68.2% | -49.3% | +9.7% |
| 3Y | +41.7% | +88.8% | -47.0% | +22.9% |
| 5Y | +40.4% | -10.5% | +50.9% | +52.7% |
| All | +40.4% | -9.4% | +49.8% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling