+280.8%
TW vs RVTY
+61.9%
+218.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.2% | +4.1% | -0.9% | +2.4% |
| 30D | +19.7% | +1.3% | +18.4% | +19.1% |
| 3M | +26.8% | +33.3% | -6.4% | +19.1% |
| 6M | +20.9% | +58.3% | -37.4% | +8.9% |
| YTD | +22.9% | +62.7% | -39.8% | +9.0% |
| 1Y | +20.4% | +67.2% | -46.9% | +5.9% |
| 3Y | +42.9% | +87.3% | -44.4% | +16.3% |
| 5Y | +40.2% | -13.4% | +53.7% | +45.4% |
| All | +280.8% | +61.9% | +218.9% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling