+20.3%
TW vs RVTY
-34.2%
+54.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.3% |
| 7D | -0.5% | -5.4% | +4.9% | +0.2% |
| 30D | -0.6% | +6.7% | -7.4% | -1.5% |
| 3M | +3.4% | +19.0% | -15.6% | +0.8% |
| 6M | -18.4% | +34.6% | -53.1% | -22.2% |
| YTD | -3.9% | +28.3% | -32.2% | -8.0% |
| 1Y | -13.3% | +46.0% | -59.4% | -19.1% |
| 3Y | +20.8% | +16.9% | +4.0% | +15.1% |
| 5Y | +20.3% | -32.9% | +53.2% | +37.0% |
| All | +20.3% | -34.2% | +54.5% | +37.0% |
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