+207.2%
TW vs RVTY
+34.2%
+173.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | +3.9% | +13.2% | -9.3% | +1.2% |
| 3M | +5.7% | +27.2% | -21.5% | 0.0% |
| 6M | -14.5% | +32.4% | -46.9% | -20.3% |
| YTD | -0.9% | +34.9% | -35.7% | -8.3% |
| 1Y | -13.5% | +52.4% | -65.9% | -22.7% |
| 3Y | +25.0% | +12.3% | +12.7% | +17.4% |
| 5Y | +22.7% | -30.8% | +53.5% | +34.3% |
| All | +207.2% | +34.2% | +173.0% | +140.9% |
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 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